+229.2%
MXL vs MCO
+42.6%
+186.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +5.9% | +7.0% |
| 7D | +18.9% | -3.8% | +22.6% | +20.2% |
| 30D | +0.3% | -0.4% | +0.7% | -0.1% |
| 3M | -8.0% | +7.7% | -15.8% | -14.0% |
| 6M | +341.2% | +7.0% | +334.3% | +309.9% |
| YTD | +327.8% | -6.4% | +334.2% | +331.1% |
| 1Y | +364.9% | -7.6% | +372.5% | +370.8% |
| 3Y | +229.2% | +43.2% | +186.0% | +131.0% |
| All | +229.2% | +42.6% | +186.6% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling