-3.6%
MCO vs CYCU
-99.9%
+96.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.1% |
| 7D | -4.2% | -8.1% | +3.9% | -4.2% |
| 30D | +2.2% | -43.0% | +45.2% | +2.2% |
| 3M | +10.1% | -50.8% | +61.0% | +10.8% |
| 6M | +5.3% | -74.1% | +79.4% | +6.0% |
| YTD | -2.7% | -84.0% | +81.2% | -1.8% |
| 1Y | -0.4% | -92.2% | +91.8% | -0.5% |
| All | -3.6% | -99.9% | +96.2% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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