-14.0%
MP vs MCO
-5.3%
-8.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -2.1% |
| 7D | -0.7% | -3.1% | +2.4% | -1.2% |
| 30D | -0.7% | -0.5% | -0.1% | -0.7% |
| 3M | 0.0% | +5.7% | -5.7% | +0.6% |
| 6M | -10.0% | +3.0% | -13.0% | -9.9% |
| YTD | +7.5% | -6.5% | +14.0% | +0.2% |
| 1Y | -14.0% | -5.8% | -8.3% | -20.1% |
| All | -14.0% | -5.3% | -8.7% | -20.1% |
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 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