+179.0%
MCO vs REPL
-7.7%
+186.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.4% |
| 7D | -2.7% | -5.7% | +3.0% | -2.5% |
| 30D | +0.9% | +22.5% | -21.5% | +0.1% |
| 3M | +8.7% | +64.7% | -56.0% | +4.7% |
| 6M | +2.4% | +83.0% | -80.6% | -5.8% |
| YTD | -5.2% | +52.0% | -57.1% | -12.1% |
| 1Y | -4.4% | +144.5% | -148.9% | -16.3% |
| 3Y | +45.1% | -25.1% | +70.2% | +21.9% |
| 5Y | +31.5% | -52.9% | +84.4% | +12.5% |
| All | +179.0% | -7.7% | +186.7% | +82.0% |
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