+330.1%
F vs MCO
+7,698.6%
-7,368.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.4% |
| 7D | +5.3% | -4.2% | +9.5% | +7.2% |
| 30D | +4.6% | +2.2% | +2.4% | +3.5% |
| 3M | -3.7% | +10.1% | -13.8% | -8.1% |
| 6M | +16.8% | +5.3% | +11.6% | +13.0% |
| YTD | +15.3% | -2.7% | +18.0% | +14.7% |
| 1Y | +31.0% | -0.4% | +31.4% | +28.6% |
| 3Y | +45.4% | +49.0% | -3.6% | +18.6% |
| 5Y | +54.7% | +33.6% | +21.0% | +31.4% |
| 10Y | +98.2% | +395.3% | -297.1% | -4.5% |
| All | +330.1% | +7,698.6% | -7,368.5% | -27.9% |
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