+145.2%
MAR vs MCO
+26.6%
+118.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | -2.1% | -7.3% | +5.2% | +1.5% |
| 30D | -5.7% | -1.7% | -3.9% | -5.0% |
| 3M | -14.6% | +3.9% | -18.5% | -16.6% |
| 6M | +1.3% | +3.8% | -2.5% | -1.3% |
| YTD | +6.7% | -7.9% | +14.6% | +9.5% |
| 1Y | +26.4% | -6.8% | +33.3% | +28.5% |
| 3Y | +64.7% | +40.9% | +23.8% | +32.0% |
| All | +145.2% | +26.6% | +118.6% | +100.2% |
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