+443.0%
MP vs MCO
+81.9%
+361.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.2% |
| 7D | -0.7% | -3.1% | +2.4% | +0.8% |
| 30D | -0.7% | -0.5% | -0.1% | -0.7% |
| 3M | 0.0% | +5.7% | -5.7% | -4.4% |
| 6M | -10.0% | +3.0% | -13.0% | -12.8% |
| YTD | +7.5% | -6.5% | +14.0% | +8.4% |
| 1Y | -14.0% | -5.8% | -8.3% | -14.7% |
| 3Y | +153.5% | +43.1% | +110.4% | +80.4% |
| 5Y | +62.7% | +29.5% | +33.2% | +16.5% |
| All | +443.0% | +81.9% | +361.1% | +246.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling