+590.9%
JPM vs MCO
+393.6%
+197.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | -0.1% |
| 7D | -0.7% | -3.8% | +3.1% | +1.3% |
| 30D | -2.5% | -0.4% | -2.1% | -2.4% |
| 3M | +14.1% | +7.7% | +6.4% | +9.2% |
| 6M | +25.1% | +7.0% | +18.1% | +19.6% |
| YTD | +12.1% | -6.4% | +18.5% | +13.9% |
| 1Y | +18.8% | -7.6% | +26.5% | +21.0% |
| 3Y | +163.4% | +43.2% | +120.2% | +107.6% |
| 5Y | +156.5% | +29.6% | +127.0% | +107.9% |
| All | +590.9% | +393.6% | +197.2% | +193.4% |
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 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