-0.4%
MCO vs WETO
-98.9%
+98.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -20.8% | +18.7% | -2.2% |
| 7D | -4.2% | -55.4% | +51.3% | -4.5% |
| 30D | +2.2% | -48.5% | +50.7% | +2.9% |
| 3M | +10.1% | -97.5% | +107.6% | +11.5% |
| 6M | +5.3% | -94.2% | +99.5% | +6.5% |
| YTD | -2.7% | -97.0% | +94.3% | -2.3% |
| 1Y | -0.4% | -98.9% | +98.5% | -6.9% |
| All | -0.4% | -98.9% | +98.5% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling