+3,657.6%
MCD vs MCO
+7,904.2%
-4,246.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -1.6% | -1.7% | +0.1% | -1.2% |
| 30D | +16.0% | +9.1% | +6.9% | +13.6% |
| 3M | 0.0% | +6.2% | -6.3% | -1.6% |
| 6M | +0.9% | +12.6% | -11.7% | -2.1% |
| YTD | -8.7% | -0.2% | -8.5% | -9.4% |
| 1Y | -8.6% | +4.1% | -12.7% | -10.2% |
| 3Y | +9.9% | +50.6% | -40.8% | -2.5% |
| 5Y | +22.6% | +36.2% | -13.6% | +9.8% |
| 10Y | +204.6% | +453.9% | -249.3% | +96.2% |
| All | +3,657.6% | +7,904.2% | -4,246.6% | +977.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling