+35.7%
MCO vs COO
-40.4%
+76.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | +9.8% | +14.2% | -4.3% | +3.6% |
| 3M | +4.3% | -18.2% | +22.5% | +13.3% |
| 6M | +16.5% | +5.3% | +11.1% | +12.0% |
| YTD | +0.1% | -23.6% | +23.7% | +11.9% |
| 1Y | +4.4% | -12.7% | +17.1% | +9.3% |
| 3Y | +51.6% | -24.2% | +75.8% | +60.4% |
| All | +35.7% | -40.4% | +76.1% | +54.6% |
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