-25.3%
MDB vs MCO
+28.6%
-54.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -4.9% |
| 7D | -1.8% | -3.8% | +2.0% | +2.2% |
| 30D | -17.3% | -0.4% | -16.9% | -17.1% |
| 3M | +2.2% | +7.7% | -5.5% | -6.8% |
| 6M | +33.9% | +7.0% | +26.9% | +23.5% |
| YTD | -13.7% | -6.4% | -7.3% | -8.5% |
| 1Y | +9.1% | -7.6% | +16.7% | +16.0% |
| 3Y | -8.1% | +43.2% | -51.4% | -47.3% |
| All | -25.3% | +28.6% | -54.0% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 5y: compounded portfolio wealth divided by compounded MCO 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…
5y analysis · Full analysis span regression · 6 months rolling