+3,298.1%
MPC vs MCO
+1,495.2%
+1,802.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.3% |
| 7D | +9.4% | -1.7% | +11.1% | +10.4% |
| 30D | -13.4% | +9.1% | -22.6% | -17.7% |
| 3M | +18.9% | +6.2% | +12.6% | +14.1% |
| 6M | +64.9% | +12.6% | +52.3% | +52.1% |
| YTD | +156.8% | -0.2% | +157.0% | +148.3% |
| 1Y | +113.2% | +4.1% | +109.1% | +100.9% |
| 3Y | +201.8% | +50.6% | +151.2% | +123.5% |
| 5Y | +601.4% | +36.2% | +565.1% | +428.5% |
| 10Y | +1,166.0% | +453.9% | +712.1% | +302.8% |
| All | +3,298.1% | +1,495.2% | +1,802.9% | +450.2% |
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 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