+2,205.8%
NDAQ vs MCO
+2,310.1%
-104.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.5% |
| 7D | -6.8% | -7.3% | +0.5% | -2.9% |
| 30D | -3.2% | -1.7% | -1.5% | -2.3% |
| 3M | +6.5% | +3.9% | +2.6% | +4.3% |
| 6M | +5.7% | +3.8% | +1.9% | +3.4% |
| YTD | -4.6% | -7.9% | +3.3% | -0.8% |
| 1Y | -1.6% | -6.8% | +5.3% | +1.7% |
| 3Y | +86.4% | +40.9% | +45.5% | +53.9% |
| 5Y | +50.3% | +27.5% | +22.8% | +28.5% |
| 10Y | +369.0% | +381.4% | -12.4% | +97.0% |
| All | +2,205.8% | +2,310.1% | -104.2% | +262.1% |
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 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