+6,206.9%
EW vs MCO
+5,434.2%
+772.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.8% |
| 7D | -4.4% | -2.7% | -1.7% | -3.7% |
| 30D | -3.3% | +0.9% | -4.3% | -3.7% |
| 3M | +1.0% | +8.7% | -7.7% | -1.7% |
| 6M | +6.2% | +2.4% | +3.8% | +5.1% |
| YTD | +1.7% | -5.2% | +6.9% | +2.5% |
| 1Y | +8.1% | -4.4% | +12.5% | +8.4% |
| 3Y | +17.1% | +45.1% | -28.0% | +2.3% |
| 5Y | -29.4% | +31.5% | -60.8% | -36.7% |
| 10Y | +121.7% | +380.7% | -259.0% | +42.3% |
| All | +6,206.9% | +5,434.2% | +772.7% | +1,816.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling