+573.9%
EWT vs MCO
+5,129.2%
-4,555.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.0% |
| 7D | -1.1% | -7.3% | +6.2% | +1.6% |
| 30D | +4.8% | -1.7% | +6.5% | +5.3% |
| 3M | +11.1% | +3.9% | +7.2% | +8.8% |
| 6M | +54.6% | +3.8% | +50.8% | +51.2% |
| YTD | +71.4% | -7.9% | +79.3% | +74.0% |
| 1Y | +82.1% | -6.8% | +89.0% | +83.3% |
| 3Y | +193.2% | +40.9% | +152.3% | +151.0% |
| 5Y | +146.1% | +27.5% | +118.6% | +114.6% |
| 10Y | +505.0% | +381.4% | +123.6% | +213.8% |
| All | +573.9% | +5,129.2% | -4,555.3% | +49.8% |
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