+91.3%
MCO vs ROIV
+276.5%
-185.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +0.5% | +1.7% | -1.2% | +0.4% |
| 30D | +9.8% | +17.6% | -7.8% | +8.3% |
| 3M | +4.3% | +9.0% | -4.7% | +3.2% |
| 6M | +16.5% | +35.3% | -18.8% | +12.8% |
| YTD | +0.1% | +82.2% | -82.0% | -5.8% |
| 1Y | +4.4% | +92.3% | -87.8% | -2.3% |
| 3Y | +51.6% | +336.8% | -285.2% | +31.3% |
| 5Y | +36.7% | +370.6% | -333.9% | +10.3% |
| All | +91.3% | +276.5% | -185.2% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling