+3,634.8%
MCD vs MCO
+7,930.1%
-4,295.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.6% |
| 3M | +0.6% | +4.3% | -3.7% | -0.5% |
| 6M | 0.0% | +16.5% | -16.4% | -3.8% |
| YTD | -9.3% | +0.1% | -9.4% | -10.0% |
| 1Y | -9.3% | +4.4% | -13.8% | -11.0% |
| 3Y | +8.6% | +51.6% | -43.0% | -3.8% |
| 5Y | +21.9% | +36.7% | -14.8% | +9.1% |
| 10Y | +202.8% | +455.7% | -252.9% | +94.9% |
| All | +3,634.8% | +7,930.1% | -4,295.3% | +969.7% |
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