+166.3%
MTZ vs MCO
+29.3%
+137.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.6% |
| 7D | +2.3% | -3.1% | +5.4% | +3.6% |
| 30D | -10.3% | -0.5% | -9.8% | -10.5% |
| 3M | -31.8% | +5.7% | -37.5% | -34.6% |
| 6M | -19.2% | +3.0% | -22.2% | -22.1% |
| YTD | +10.7% | -6.5% | +17.2% | +11.5% |
| 1Y | +37.5% | -5.8% | +43.3% | +36.9% |
| 3Y | +162.4% | +43.1% | +119.2% | +105.6% |
| 5Y | +166.3% | +29.5% | +136.9% | +100.5% |
| All | +166.3% | +29.3% | +137.0% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling