+291.3%
IR vs MCO
+366.0%
-74.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.4% |
| 7D | -2.8% | -4.2% | +1.3% | -0.6% |
| 30D | -15.1% | +2.2% | -17.3% | -16.2% |
| 3M | +6.1% | +10.1% | -4.1% | +0.1% |
| 6M | -16.8% | +5.3% | -22.1% | -19.8% |
| YTD | -3.5% | -2.7% | -0.8% | -4.0% |
| 1Y | -3.5% | -0.4% | -3.1% | -5.8% |
| 3Y | +9.5% | +49.0% | -39.6% | -15.9% |
| 5Y | +45.1% | +33.6% | +11.4% | +16.1% |
| All | +291.3% | +366.0% | -74.7% | +57.2% |
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