+274.5%
IR vs MCO
+341.3%
-66.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | +0.2% |
| 7D | -3.1% | -7.3% | +4.3% | +1.0% |
| 30D | -14.0% | -1.7% | -12.3% | -13.3% |
| 3M | +3.7% | +3.9% | -0.2% | +1.0% |
| 6M | -15.4% | +3.8% | -19.2% | -17.9% |
| YTD | -7.7% | -7.9% | +0.2% | -5.4% |
| 1Y | -8.8% | -6.8% | -2.0% | -7.6% |
| 3Y | +5.6% | +40.9% | -35.3% | -16.4% |
| 5Y | +34.3% | +27.5% | +6.8% | +10.2% |
| All | +274.5% | +341.3% | -66.7% | +55.0% |
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