+81.6%
KO vs MCO
+26.6%
+55.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -1.1% | -7.3% | +6.2% | +0.4% |
| 30D | +1.6% | -1.7% | +3.3% | +1.9% |
| 3M | +5.8% | +3.9% | +1.8% | +4.9% |
| 6M | +14.3% | +3.8% | +10.5% | +13.2% |
| YTD | +27.3% | -7.9% | +35.2% | +28.8% |
| 1Y | +33.2% | -6.8% | +40.0% | +34.1% |
| 3Y | +64.5% | +40.9% | +23.5% | +47.1% |
| All | +81.6% | +26.6% | +55.0% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling