+1,680.4%
EXC vs MCO
+7,930.1%
-6,249.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.3% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | +8.6% | +9.8% | -1.2% | +6.0% |
| 3M | +2.4% | +4.3% | -1.9% | +1.2% |
| 6M | +6.5% | +16.5% | -10.0% | +2.1% |
| YTD | +9.0% | +0.1% | +8.9% | +7.9% |
| 1Y | +4.6% | +4.4% | +0.1% | +2.3% |
| 3Y | +33.5% | +51.6% | -18.1% | +17.3% |
| 5Y | +41.4% | +36.7% | +4.7% | +25.8% |
| 10Y | +204.3% | +455.7% | -251.4% | +95.3% |
| All | +1,680.4% | +7,930.1% | -6,249.7% | +573.2% |
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