+433.8%
MAR vs MCO
+393.6%
+40.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.9% |
| 7D | -0.5% | -3.8% | +3.2% | +1.4% |
| 30D | -5.4% | -0.4% | -5.0% | -5.3% |
| 3M | -15.5% | +7.7% | -23.2% | -19.1% |
| 6M | +3.0% | +7.0% | -4.0% | -1.4% |
| YTD | +8.5% | -6.4% | +14.9% | +10.2% |
| 1Y | +26.0% | -7.6% | +33.6% | +28.4% |
| 3Y | +68.6% | +43.2% | +25.4% | +34.3% |
| 5Y | +157.4% | +29.6% | +127.8% | +111.3% |
| All | +433.8% | +393.6% | +40.2% | +134.5% |
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