+380.3%
MCO vs WCC
+541.6%
-161.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.6% |
| 7D | -3.8% | +1.5% | -5.3% | -4.2% |
| 30D | -0.4% | -2.1% | +1.7% | -0.2% |
| 3M | +7.7% | +3.8% | +3.9% | +5.3% |
| 6M | +7.0% | +35.0% | -28.0% | -4.4% |
| YTD | -6.4% | +46.4% | -52.8% | -18.7% |
| 1Y | -7.6% | +63.0% | -70.6% | -22.9% |
| 3Y | +43.2% | +133.9% | -90.7% | +1.7% |
| 5Y | +29.6% | +226.5% | -197.0% | -21.3% |
| All | +380.3% | +541.6% | -161.4% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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