+1,171.8%
MPC vs MCO
+453.0%
+718.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +11.2% | +0.5% | +10.7% | +11.0% |
| 30D | -14.5% | +9.8% | -24.3% | -18.7% |
| 3M | +16.7% | +4.3% | +12.4% | +13.3% |
| 6M | +67.6% | +16.5% | +51.1% | +52.6% |
| YTD | +157.9% | +0.1% | +157.8% | +149.9% |
| 1Y | +116.7% | +4.4% | +112.2% | +104.6% |
| 3Y | +199.8% | +51.6% | +148.2% | +121.6% |
| 5Y | +604.4% | +36.7% | +567.7% | +436.5% |
| All | +1,171.8% | +453.0% | +718.7% | +358.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling