+5,763.1%
MCO vs TKO
+1,395.0%
+4,368.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.4% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -1.7% | -2.6% | +0.9% | -1.3% |
| 3M | +3.9% | -7.8% | +11.7% | +5.2% |
| 6M | +3.8% | -7.0% | +10.8% | +4.7% |
| YTD | -7.9% | -8.5% | +0.6% | -7.0% |
| 1Y | -6.8% | -1.3% | -5.5% | -7.6% |
| 3Y | +40.9% | +105.0% | -64.0% | +18.2% |
| 5Y | +27.5% | +292.9% | -265.4% | -8.1% |
| 10Y | +381.4% | +979.3% | -597.9% | +165.9% |
| All | +5,763.1% | +1,395.0% | +4,368.1% | +2,145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling