+719.8%
MU vs MCO
+0.4%
+719.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.1% | +8.2% | +5.4% |
| 7D | +9.0% | -4.2% | +13.1% | +7.5% |
| 30D | +13.8% | +2.2% | +11.6% | +14.8% |
| 3M | +2.1% | +10.1% | -8.0% | +4.8% |
| 6M | +153.8% | +5.3% | +148.5% | +161.6% |
| YTD | +256.4% | -2.7% | +259.1% | +267.3% |
| 1Y | +719.8% | -0.4% | +720.1% | +767.1% |
| All | +719.8% | +0.4% | +719.4% | +767.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling