+231.1%
GM vs MCO
+393.6%
-162.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.5% |
| 7D | -2.4% | -3.8% | +1.3% | -0.3% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | +6.1% | +7.7% | -1.6% | +1.0% |
| 6M | +15.0% | +7.0% | +8.0% | +9.3% |
| YTD | +6.0% | -6.4% | +12.4% | +7.8% |
| 1Y | +47.1% | -7.6% | +54.7% | +50.3% |
| 3Y | +170.5% | +43.2% | +127.3% | +107.4% |
| 5Y | +80.5% | +29.6% | +50.9% | +43.3% |
| All | +231.1% | +393.6% | -162.5% | +34.5% |
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