+30.7%
MCO vs COO
-52.5%
+83.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -3.8% | -22.5% | +18.8% | +7.1% |
| 30D | -0.4% | -29.7% | +29.3% | +15.9% |
| 3M | +7.7% | -20.1% | +27.9% | +18.0% |
| 6M | +7.0% | -26.9% | +33.9% | +21.7% |
| YTD | -6.4% | -34.2% | +27.8% | +11.9% |
| 1Y | -7.6% | -21.3% | +13.6% | +0.6% |
| 3Y | +43.2% | -38.7% | +81.9% | +68.7% |
| All | +30.7% | -52.5% | +83.2% | +68.8% |
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