+380.3%
MCO vs WEC
+146.6%
+233.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.8% | -0.6% | -3.2% | -3.5% |
| 30D | -0.4% | -2.6% | +2.2% | +0.7% |
| 3M | +7.7% | -6.0% | +13.8% | +10.5% |
| 6M | +7.0% | -5.4% | +12.4% | +9.1% |
| YTD | -6.4% | +2.5% | -8.9% | -8.3% |
| 1Y | -7.6% | -0.7% | -6.9% | -8.4% |
| 3Y | +43.2% | +38.7% | +4.5% | +20.4% |
| 5Y | +29.6% | +31.7% | -2.1% | +10.8% |
| All | +380.3% | +146.6% | +233.7% | +243.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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