+5,851.1%
LOW vs MCO
+7,398.7%
-1,547.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.5% |
| 7D | -0.6% | -3.1% | +2.5% | +0.7% |
| 30D | -9.3% | -0.5% | -8.7% | -9.1% |
| 3M | -8.1% | +5.7% | -13.8% | -10.3% |
| 6M | -19.8% | +3.0% | -22.8% | -21.1% |
| YTD | -16.4% | -6.5% | -9.9% | -15.2% |
| 1Y | -24.7% | -5.8% | -18.9% | -24.0% |
| 3Y | -8.8% | +43.1% | -51.9% | -23.2% |
| 5Y | +7.8% | +29.5% | -21.7% | -6.6% |
| 10Y | +233.8% | +388.8% | -155.0% | +74.3% |
| All | +5,851.1% | +7,398.7% | -1,547.6% | +964.3% |
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