+3,174.0%
MPC vs MCO
+1,415.5%
+1,758.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +3.6% |
| 7D | +3.9% | -2.7% | +6.6% | +5.3% |
| 30D | +33.8% | +0.9% | +32.8% | +32.8% |
| 3M | +49.9% | +8.7% | +41.2% | +42.1% |
| 6M | +80.9% | +2.4% | +78.5% | +75.8% |
| YTD | +147.4% | -5.2% | +152.6% | +147.5% |
| 1Y | +123.2% | -4.4% | +127.6% | +120.5% |
| 3Y | +171.7% | +45.1% | +126.6% | +105.6% |
| 5Y | +678.6% | +31.5% | +647.1% | +498.7% |
| 10Y | +1,134.0% | +380.7% | +753.3% | +327.4% |
| All | +3,174.0% | +1,415.5% | +1,758.5% | +448.3% |
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 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