+157.2%
EXC vs MCO
+385.7%
-228.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -1.6% | -7.3% | +5.7% | +1.2% |
| 30D | -2.4% | -1.7% | -0.7% | -1.9% |
| 3M | -4.0% | +3.9% | -7.9% | -5.7% |
| 6M | -9.8% | +3.8% | -13.6% | -11.8% |
| YTD | +2.3% | -7.9% | +10.2% | +4.0% |
| 1Y | +3.8% | -6.8% | +10.7% | +4.7% |
| 3Y | +19.7% | +40.9% | -21.2% | -1.7% |
| 5Y | +45.6% | +27.5% | +18.1% | +21.7% |
| All | +157.2% | +385.7% | -228.5% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling