+7,285.9%
MCO vs WEC
+2,479.3%
+4,806.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.3% |
| 30D | -0.5% | +0.9% | -1.4% | -1.0% |
| 3M | +5.7% | -5.3% | +11.0% | +8.2% |
| 6M | +3.0% | -6.6% | +9.6% | +5.7% |
| YTD | -6.5% | +3.3% | -9.7% | -8.6% |
| 1Y | -5.8% | +2.1% | -7.8% | -7.7% |
| 3Y | +43.1% | +39.6% | +3.5% | +20.3% |
| 5Y | +29.5% | +31.2% | -1.7% | +11.0% |
| 10Y | +388.8% | +148.4% | +240.4% | +202.8% |
| All | +7,285.9% | +2,479.3% | +4,806.7% | +1,954.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling