+27.5%
MCO vs COO
-51.8%
+79.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.7% | +13.1% | +5.0% |
| 7D | -7.3% | -23.3% | +16.0% | +3.7% |
| 30D | -1.7% | -29.5% | +27.8% | +14.2% |
| 3M | +3.9% | -20.0% | +23.9% | +13.7% |
| 6M | +3.8% | -27.2% | +31.0% | +18.3% |
| YTD | -7.9% | -33.9% | +26.0% | +9.8% |
| 1Y | -6.8% | -19.9% | +13.1% | +0.7% |
| 3Y | +40.9% | -38.1% | +79.0% | +65.2% |
| 5Y | +27.5% | -52.0% | +79.5% | +67.3% |
| All | +27.5% | -51.8% | +79.3% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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