+38.7%
EXPE vs MCO
+0.4%
+38.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | 0.0% |
| 7D | -9.5% | -4.2% | -5.4% | -6.5% |
| 30D | -6.6% | +2.2% | -8.8% | -8.0% |
| 3M | +31.4% | +10.1% | +21.3% | +21.9% |
| 6M | +35.2% | +5.3% | +29.9% | +29.6% |
| YTD | +5.8% | -2.7% | +8.5% | +11.8% |
| 1Y | +38.7% | -0.4% | +39.1% | +43.3% |
| All | +38.7% | +0.4% | +38.3% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling