+19.4%
MCD vs MCO
+29.3%
-9.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -2.9% | -3.1% | +0.3% | -2.2% |
| 30D | -6.7% | -0.5% | -6.2% | -6.7% |
| 3M | -9.6% | +5.7% | -15.3% | -10.7% |
| 6M | -22.3% | +3.0% | -25.3% | -23.0% |
| YTD | -15.4% | -6.5% | -9.0% | -14.6% |
| 1Y | -16.8% | -5.8% | -11.0% | -16.3% |
| 3Y | -2.4% | +43.1% | -45.5% | -12.6% |
| 5Y | +19.4% | +29.5% | -10.1% | +7.8% |
| All | +19.4% | +29.3% | -9.9% | +7.8% |
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