+169.7%
EXE vs MCO
+75.6%
+94.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.5% |
| 7D | -3.1% | -3.8% | +0.6% | -2.3% |
| 30D | -0.9% | -0.4% | -0.5% | -0.9% |
| 3M | +9.6% | +7.7% | +1.8% | +7.1% |
| 6M | -11.6% | +7.0% | -18.6% | -13.6% |
| YTD | -12.6% | -6.4% | -6.2% | -11.8% |
| 1Y | +1.2% | -7.6% | +8.8% | +2.3% |
| 3Y | +18.0% | +43.2% | -25.2% | +2.6% |
| 5Y | +101.1% | +29.6% | +71.5% | +69.6% |
| All | +169.7% | +75.6% | +94.1% | +123.0% |
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