+67.6%
MPC vs MCO
+14.2%
+53.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.5% |
| 7D | +11.2% | +0.5% | +10.7% | +11.3% |
| 30D | -14.5% | +9.8% | -24.3% | -13.2% |
| 3M | +16.7% | +4.3% | +12.4% | +17.7% |
| 6M | +67.6% | +16.5% | +51.1% | +69.9% |
| All | +67.6% | +14.2% | +53.3% | +69.9% |
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 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