-42.9%
MP vs MCO
+13.2%
-56.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +1.6% |
| 7D | +11.0% | -1.7% | +12.7% | +10.5% |
| 30D | -11.7% | +9.1% | -20.9% | -10.2% |
| 3M | -30.8% | +6.2% | -37.0% | -29.9% |
| 6M | -42.9% | +12.6% | -55.5% | -41.8% |
| All | -42.9% | +13.2% | -56.1% | -41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling