+193.4%
MCD vs MCO
+453.0%
-259.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | +14.1% | +9.8% | +4.3% | +10.3% |
| 3M | +0.6% | +4.3% | -3.7% | -1.0% |
| 6M | 0.0% | +16.5% | -16.4% | -5.7% |
| YTD | -9.3% | +0.1% | -9.4% | -10.4% |
| 1Y | -9.3% | +4.4% | -13.8% | -11.9% |
| 3Y | +8.6% | +51.6% | -43.0% | -11.1% |
| 5Y | +21.9% | +36.7% | -14.8% | +2.1% |
| All | +193.4% | +453.0% | -259.6% | +54.5% |
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