+413.2%
MP vs MCO
+79.2%
+334.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.7% |
| 7D | -4.6% | -7.3% | +2.8% | -0.7% |
| 30D | -7.1% | -1.7% | -5.4% | -6.5% |
| 3M | -4.0% | +3.9% | -7.9% | -7.4% |
| 6M | -16.7% | +3.8% | -20.5% | -19.6% |
| YTD | +1.6% | -7.9% | +9.5% | +3.3% |
| 1Y | -17.8% | -6.8% | -11.0% | -18.0% |
| 3Y | +139.6% | +40.9% | +98.7% | +71.9% |
| 5Y | +50.5% | +27.5% | +23.0% | +8.6% |
| All | +413.2% | +79.2% | +334.0% | +229.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling