-9.3%
MCD vs MCO
+4.6%
-13.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.2% |
| 3M | +0.6% | +4.3% | -3.7% | -0.3% |
| 6M | 0.0% | +16.5% | -16.4% | -1.9% |
| YTD | -9.3% | +0.1% | -9.4% | -9.8% |
| 1Y | -9.3% | +4.4% | -13.8% | -11.3% |
| All | -9.3% | +4.6% | -13.9% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling