+137.2%
MP vs MCO
+40.3%
+96.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.1% |
| 7D | -4.6% | -7.3% | +2.8% | -2.6% |
| 30D | -7.1% | -1.7% | -5.4% | -6.8% |
| 3M | -4.0% | +3.9% | -7.9% | -6.0% |
| 6M | -16.7% | +3.8% | -20.5% | -18.4% |
| YTD | +1.6% | -7.9% | +9.5% | +2.6% |
| 1Y | -17.8% | -6.8% | -11.0% | -17.9% |
| All | +137.2% | +40.3% | +96.8% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling