+380.3%
MCO vs TKO
+989.7%
-609.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -3.8% | +2.3% | -6.1% | -4.3% |
| 30D | -0.4% | -2.5% | +2.1% | 0.0% |
| 3M | +7.7% | -10.6% | +18.3% | +9.9% |
| 6M | +7.0% | -5.1% | +12.0% | +7.5% |
| YTD | -6.4% | -8.2% | +1.8% | -5.6% |
| 1Y | -7.6% | -4.4% | -3.2% | -7.8% |
| 3Y | +43.2% | +100.4% | -57.1% | +19.9% |
| 5Y | +29.6% | +294.3% | -264.7% | -9.1% |
| All | +380.3% | +989.7% | -609.4% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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