+1,447.4%
KO vs MCO
+7,284.8%
-5,837.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 6M | +14.3% | +3.8% | +10.5% | +13.1% |
| YTD | +27.3% | -7.9% | +35.2% | +28.5% |
| 1Y | +33.2% | -6.8% | +40.0% | +34.0% |
| 3Y | +64.5% | +40.9% | +23.5% | +50.4% |
| 5Y | +83.1% | +27.5% | +55.6% | +68.8% |
| 10Y | +183.9% | +381.4% | -197.5% | +100.2% |
| All | +1,447.4% | +7,284.8% | -5,837.4% | +442.2% |
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