+227.5%
LOW vs MCO
+393.6%
-166.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.8% |
| 7D | -3.7% | -3.8% | 0.0% | -1.6% |
| 30D | -8.9% | -0.4% | -8.5% | -8.8% |
| 3M | -10.4% | +7.7% | -18.1% | -14.4% |
| 6M | -19.4% | +7.0% | -26.4% | -23.1% |
| YTD | -17.1% | -6.4% | -10.7% | -15.6% |
| 1Y | -26.3% | -7.6% | -18.6% | -24.7% |
| 3Y | -9.9% | +43.2% | -53.1% | -31.2% |
| 5Y | +6.1% | +29.6% | -23.4% | -16.0% |
| All | +227.5% | +393.6% | -166.1% | +21.6% |
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