+5.2%
LOW vs MCO
+28.6%
-23.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.7% |
| 7D | -3.7% | -3.8% | 0.0% | -2.0% |
| 30D | -8.9% | -0.4% | -8.5% | -8.8% |
| 3M | -10.4% | +7.7% | -18.1% | -13.7% |
| 6M | -19.4% | +7.0% | -26.4% | -22.4% |
| YTD | -17.1% | -6.4% | -10.7% | -15.6% |
| 1Y | -26.3% | -7.6% | -18.6% | -24.6% |
| 3Y | -9.9% | +43.2% | -53.1% | -29.1% |
| All | +5.2% | +28.6% | -23.4% | -17.9% |
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 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