+4,235.9%
MCHP vs MCO
+7,284.8%
-3,048.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.3% |
| 7D | -2.1% | -7.3% | +5.2% | +1.1% |
| 30D | -11.1% | -1.7% | -9.4% | -10.7% |
| 3M | -18.1% | +3.9% | -22.0% | -20.2% |
| 6M | +10.8% | +3.8% | +7.0% | +7.4% |
| YTD | +14.2% | -7.9% | +22.1% | +15.7% |
| 1Y | +13.5% | -6.8% | +20.3% | +14.0% |
| 3Y | -2.0% | +40.9% | -42.9% | -16.7% |
| 5Y | +1.4% | +27.5% | -26.1% | -10.1% |
| 10Y | +195.5% | +381.4% | -185.9% | +62.9% |
| All | +4,235.9% | +7,284.8% | -3,048.9% | +722.8% |
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 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