+10,236.8%
MU vs MCO
+7,504.3%
+2,732.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.2% |
| 7D | +7.2% | -2.7% | +9.9% | +8.6% |
| 30D | +14.0% | +0.9% | +13.0% | +13.0% |
| 3M | +5.4% | +8.7% | -3.3% | -1.7% |
| 6M | +170.3% | +2.4% | +167.9% | +158.1% |
| YTD | +250.7% | -5.2% | +255.8% | +246.9% |
| 1Y | +662.1% | -4.4% | +666.5% | +644.0% |
| 3Y | +1,341.2% | +45.1% | +1,296.1% | +1,014.9% |
| 5Y | +1,319.3% | +31.5% | +1,287.9% | +1,047.3% |
| 10Y | +5,778.3% | +380.7% | +5,397.6% | +2,258.6% |
| All | +10,236.8% | +7,504.3% | +2,732.5% | +906.6% |
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