-13.9%
MP vs MCO
+38.0%
-51.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | +2.3% | -2.5% | +4.8% | +3.8% |
| 30D | -15.3% | +9.4% | -24.7% | -19.8% |
| 3M | -33.5% | +8.3% | -41.8% | -36.9% |
| 6M | -45.5% | +15.4% | -60.9% | -51.0% |
| YTD | -27.3% | +1.5% | -28.8% | -30.2% |
| 1Y | -40.7% | +5.4% | -46.1% | -44.7% |
| 3Y | +145.9% | +53.1% | +92.7% | +57.0% |
| 5Y | -13.9% | +39.4% | -53.3% | -39.5% |
| All | -13.9% | +38.0% | -51.9% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling