+119.6%
MPC vs MCO
-7.0%
+126.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.9% |
| 7D | +1.2% | -7.3% | +8.5% | +0.4% |
| 30D | +17.0% | -1.7% | +18.7% | +16.7% |
| 3M | +49.5% | +3.9% | +45.5% | +50.1% |
| 6M | +83.5% | +3.8% | +79.7% | +84.8% |
| YTD | +144.1% | -7.9% | +152.0% | +138.8% |
| 1Y | +119.6% | -6.8% | +126.4% | +116.3% |
| All | +119.6% | -7.0% | +126.6% | +116.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling