-34.6%
MP vs MCO
+9.9%
-44.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.9% | -10.0% | -4.9% |
| 7D | -12.5% | +10.7% | -23.2% | -12.3% |
| 30D | -23.3% | +17.9% | -41.2% | -23.2% |
| 3M | -24.4% | +9.5% | -33.8% | -24.3% |
| 6M | -45.8% | +18.1% | -63.8% | -46.1% |
| YTD | -28.9% | +4.1% | -33.0% | -33.4% |
| 1Y | -34.6% | +9.3% | -43.9% | -40.2% |
| All | -34.6% | +9.9% | -44.5% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling