+43.7%
F vs MCO
+29.3%
+14.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.2% |
| 7D | -4.9% | -3.1% | -1.7% | -3.3% |
| 30D | -2.9% | -0.5% | -2.4% | -2.7% |
| 3M | -9.1% | +5.7% | -14.8% | -12.3% |
| 6M | +12.9% | +3.0% | +9.9% | +9.7% |
| YTD | +6.1% | -6.5% | +12.5% | +8.0% |
| 1Y | +22.5% | -5.8% | +28.3% | +23.6% |
| 3Y | +32.1% | +43.1% | -11.1% | -2.2% |
| 5Y | +43.7% | +29.5% | +14.3% | +5.8% |
| All | +43.7% | +29.3% | +14.4% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling