+5,744.5%
MU vs MCO
+385.7%
+5,358.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -3.9% |
| 7D | +2.0% | -7.3% | +9.3% | +6.9% |
| 30D | +12.5% | -1.7% | +14.2% | +13.2% |
| 3M | +9.6% | +3.9% | +5.7% | +3.7% |
| 6M | +142.6% | +3.8% | +138.8% | +127.2% |
| YTD | +242.7% | -7.9% | +250.6% | +244.9% |
| 1Y | +599.3% | -6.8% | +606.1% | +589.9% |
| 3Y | +1,308.3% | +40.9% | +1,267.3% | +919.0% |
| 5Y | +1,263.7% | +27.5% | +1,236.2% | +937.6% |
| All | +5,744.5% | +385.7% | +5,358.8% | +1,533.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling