+5.5%
MCO vs Q
-11.4%
+16.9%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.0% |
| 7D | -3.1% | +6.6% | -9.8% | -1.9% |
| 30D | -0.5% | -6.6% | +6.0% | -1.7% |
| All | +5.5% | -11.4% | +16.9% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3mo: compounded portfolio wealth divided by compounded Q 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…
3mo analysis · Full analysis span regression · Available span rolling