+55.4%
IOT vs MCO
+25.8%
+29.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.8% |
| 7D | -4.5% | -3.8% | -0.8% | -0.9% |
| 30D | -2.4% | -0.4% | -2.0% | -2.2% |
| 3M | +19.0% | +7.7% | +11.2% | +10.5% |
| 6M | +19.6% | +7.0% | +12.7% | +12.2% |
| YTD | +8.3% | -6.4% | +14.7% | +15.1% |
| 1Y | -0.8% | -7.6% | +6.8% | +6.1% |
| 3Y | +24.4% | +43.2% | -18.8% | -18.6% |
| All | +55.4% | +25.8% | +29.6% | +37.4% |
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