+254.6%
F vs MCO
+7,930.1%
-7,675.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -3.1% | +0.5% | -3.6% | -3.3% |
| 30D | 0.0% | +9.8% | -9.8% | -3.9% |
| 3M | -13.2% | +4.3% | -17.5% | -14.9% |
| 6M | -10.2% | +16.5% | -26.7% | -16.6% |
| YTD | -4.9% | +0.1% | -5.1% | -6.7% |
| 1Y | -6.1% | +4.4% | -10.5% | -9.6% |
| 3Y | +46.0% | +51.6% | -5.6% | +18.0% |
| 5Y | -15.7% | +36.7% | -52.4% | -29.0% |
| 10Y | +64.3% | +455.7% | -391.4% | -24.4% |
| All | +254.6% | +7,930.1% | -7,675.5% | -41.3% |
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 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