+7.5%
IR vs MCO
+42.5%
-35.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -1.9% | -3.1% | +1.3% | -0.5% |
| 30D | -15.0% | -0.5% | -14.5% | -14.9% |
| 3M | -0.4% | +5.7% | -6.1% | -3.2% |
| 6M | -15.0% | +3.0% | -18.1% | -16.7% |
| YTD | -7.1% | -6.5% | -0.6% | -5.0% |
| 1Y | -7.5% | -5.8% | -1.8% | -6.5% |
| All | +7.5% | +42.5% | -35.0% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling