+13.0%
MCO vs INFQ
-7.9%
+20.9%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.6% |
| 7D | -3.8% | +2.1% | -5.9% | -3.7% |
| 30D | -0.4% | +6.1% | -6.5% | -0.3% |
| 3M | +7.7% | -7.1% | +14.8% | +7.7% |
| 6M | +7.0% | +14.8% | -7.8% | +6.8% |
| All | +13.0% | -7.9% | +20.9% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 INFQ 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