+7,581.3%
MCO vs COO
+7,510.9%
+70.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -4.2% | -2.2% | -1.9% | -3.6% |
| 30D | +2.2% | -7.0% | +9.2% | +4.1% |
| 3M | +10.1% | +12.2% | -2.1% | +6.8% |
| 6M | +5.3% | -15.1% | +20.4% | +9.3% |
| YTD | -2.7% | -15.1% | +12.4% | +1.1% |
| 1Y | -0.4% | +2.3% | -2.7% | -1.5% |
| 3Y | +49.0% | -23.7% | +72.7% | +56.3% |
| 5Y | +33.6% | -38.9% | +72.6% | +47.5% |
| 10Y | +395.3% | +49.9% | +345.4% | +348.7% |
| All | +7,581.3% | +7,510.9% | +70.5% | +4,204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling