+32.6%
NET vs MCO
+42.3%
-9.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -7.8% |
| 7D | -16.4% | +10.7% | -27.1% | -25.7% |
| 30D | -25.8% | +17.9% | -43.7% | -39.0% |
| 3M | -11.5% | +9.5% | -21.0% | -21.7% |
| 6M | +18.9% | +18.1% | +0.9% | -5.1% |
| YTD | +35.2% | +4.1% | +31.1% | +22.4% |
| 1Y | +14.5% | +9.3% | +5.1% | -3.2% |
| 3Y | +313.8% | +63.3% | +250.5% | +73.9% |
| 5Y | +32.6% | +41.7% | -9.2% | -26.8% |
| All | +32.6% | +42.3% | -9.7% | -26.8% |
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