+194.7%
MCO vs REPL
+36.8%
+157.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.5% | +1.2% | -0.7% | +0.4% |
| 30D | +9.8% | +92.2% | -82.4% | +7.0% |
| 3M | +4.3% | +44.1% | -39.8% | +2.6% |
| 6M | +16.5% | +313.0% | -296.6% | +6.5% |
| YTD | +0.1% | +125.2% | -125.1% | -8.7% |
| 1Y | +4.4% | +143.8% | -139.3% | -5.3% |
| 3Y | +51.6% | +104.2% | -52.6% | +16.5% |
| 5Y | +36.7% | -34.5% | +71.2% | +16.1% |
| All | +194.7% | +36.8% | +157.8% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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