+1,334.0%
MU vs MCO
+28.7%
+1,305.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.1% | +3.4% |
| 7D | +7.5% | -3.1% | +10.6% | +9.1% |
| 30D | +19.4% | -0.5% | +19.9% | +19.2% |
| 3M | +9.8% | +5.7% | +4.1% | +3.8% |
| 6M | +164.1% | +3.0% | +161.1% | +151.4% |
| YTD | +260.3% | -6.5% | +266.8% | +261.6% |
| 1Y | +661.2% | -5.8% | +666.9% | +652.2% |
| 3Y | +1,380.8% | +43.1% | +1,337.7% | +990.6% |
| All | +1,334.0% | +28.7% | +1,305.3% | +955.3% |
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 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