+145.7%
MP vs MCO
+54.0%
+91.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +2.3% | -2.5% | +4.8% | +2.9% |
| 30D | -15.3% | +9.4% | -24.7% | -17.2% |
| 3M | -33.5% | +8.3% | -41.8% | -35.0% |
| 6M | -45.5% | +15.4% | -60.9% | -48.1% |
| YTD | -27.3% | +1.5% | -28.8% | -28.5% |
| 1Y | -40.7% | +5.4% | -46.1% | -42.6% |
| All | +145.7% | +54.0% | +91.7% | +47.6% |
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