+171.7%
MPC vs MCO
+44.0%
+127.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.8% |
| 7D | +3.9% | -2.7% | +6.6% | +4.4% |
| 30D | +33.8% | +0.9% | +32.8% | +33.4% |
| 3M | +49.9% | +8.7% | +41.2% | +46.7% |
| 6M | +80.9% | +2.4% | +78.5% | +79.4% |
| YTD | +147.4% | -5.2% | +152.6% | +149.3% |
| 1Y | +123.2% | -4.4% | +127.6% | +123.7% |
| 3Y | +171.7% | +45.1% | +126.6% | +141.2% |
| All | +171.7% | +44.0% | +127.8% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling