+1,120.5%
MPC vs MCO
+385.7%
+734.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.0% |
| 7D | +1.2% | -7.3% | +8.5% | +5.1% |
| 30D | +17.0% | -1.7% | +18.7% | +17.7% |
| 3M | +49.5% | +3.9% | +45.5% | +45.3% |
| 6M | +83.5% | +3.8% | +79.7% | +77.1% |
| YTD | +144.1% | -7.9% | +152.0% | +148.1% |
| 1Y | +119.6% | -6.8% | +126.4% | +120.1% |
| 3Y | +168.1% | +40.9% | +127.1% | +105.8% |
| 5Y | +671.3% | +27.5% | +643.8% | +507.5% |
| All | +1,120.5% | +385.7% | +734.8% | +352.8% |
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 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