+3,106.3%
MPC vs MCO
+1,508.3%
+1,598.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -8.8% | +1.4% | -10.2% | -9.7% |
| 30D | -14.4% | +10.0% | -24.4% | -19.0% |
| 3M | +21.9% | +7.0% | +14.9% | +16.6% |
| 6M | +60.1% | +13.7% | +46.5% | +47.0% |
| YTD | +142.3% | +0.6% | +141.7% | +133.4% |
| 1Y | +101.7% | +6.2% | +95.5% | +88.0% |
| 3Y | +184.8% | +51.9% | +132.9% | +110.0% |
| 5Y | +564.6% | +37.5% | +527.1% | +398.5% |
| 10Y | +1,098.3% | +459.4% | +639.0% | +279.4% |
| All | +3,106.3% | +1,508.3% | +1,598.1% | +417.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling