-1.4%
LOW vs MCO
+9.9%
-11.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.9% | +2.6% | +5.9% |
| 7D | +15.6% | +10.7% | +4.9% | +12.3% |
| 30D | +28.6% | +17.9% | +10.7% | +23.0% |
| 3M | +5.8% | +9.5% | -3.6% | +3.0% |
| 6M | +3.8% | +18.1% | -14.2% | 0.0% |
| YTD | -2.8% | +4.1% | -6.9% | -4.5% |
| 1Y | -1.4% | +9.3% | -10.7% | -6.9% |
| All | -1.4% | +9.9% | -11.3% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling