+7.0%
NET vs MCO
+6.7%
+0.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.5% | -5.8% | -7.6% |
| 7D | -21.2% | +5.4% | -26.6% | -22.4% |
| 30D | -31.1% | +13.9% | -45.1% | -34.1% |
| 3M | -16.5% | +6.7% | -23.2% | -18.4% |
| 6M | 0.0% | +13.9% | -13.9% | -5.3% |
| YTD | +24.0% | +1.6% | +22.5% | +22.6% |
| 1Y | +7.0% | +6.9% | +0.1% | +5.1% |
| All | +7.0% | +6.7% | +0.3% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling