+67.2%
F vs MCO
+451.2%
-384.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.2% | -2.0% |
| 7D | -3.9% | -1.7% | -2.2% | -3.0% |
| 30D | -0.5% | +9.1% | -9.6% | -5.0% |
| 3M | -12.9% | +6.2% | -19.1% | -15.9% |
| 6M | +1.5% | +12.6% | -11.1% | -5.9% |
| YTD | -5.0% | -0.2% | -4.8% | -7.0% |
| 1Y | -7.3% | +4.1% | -11.4% | -11.5% |
| 3Y | +45.3% | +50.6% | -5.4% | +9.4% |
| 5Y | -15.8% | +36.2% | -52.0% | -34.3% |
| All | +67.2% | +451.2% | -384.1% | -30.0% |
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