+1,579.9%
EXC vs MCO
+7,698.6%
-6,118.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.5% |
| 7D | +0.3% | -4.2% | +4.4% | +1.3% |
| 30D | -3.7% | +2.2% | -5.9% | -4.3% |
| 3M | -1.3% | +10.1% | -11.4% | -3.8% |
| 6M | -9.7% | +5.3% | -15.0% | -11.2% |
| YTD | +2.9% | -2.7% | +5.6% | +2.6% |
| 1Y | +4.4% | -0.4% | +4.8% | +3.3% |
| 3Y | +22.2% | +49.0% | -26.8% | +7.9% |
| 5Y | +46.7% | +33.6% | +13.1% | +31.3% |
| 10Y | +155.3% | +395.3% | -240.0% | +68.3% |
| All | +1,579.9% | +7,698.6% | -6,118.7% | +540.6% |
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