+179.3%
KO vs MCO
+393.6%
-214.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | +0.2% | -3.8% | +4.0% | +1.4% |
| 30D | +1.8% | -0.4% | +2.2% | +1.9% |
| 3M | +7.7% | +7.7% | -0.1% | +5.2% |
| 6M | +15.3% | +7.0% | +8.3% | +12.5% |
| YTD | +28.0% | -6.4% | +34.4% | +29.1% |
| 1Y | +34.3% | -7.6% | +41.9% | +35.8% |
| 3Y | +63.8% | +43.2% | +20.6% | +41.0% |
| 5Y | +84.1% | +29.6% | +54.5% | +60.5% |
| All | +179.3% | +393.6% | -214.3% | +65.2% |
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 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