+112.5%
NET vs MCO
+32.8%
+79.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | +0.4% |
| 7D | -7.0% | -4.2% | -2.8% | -2.4% |
| 30D | -4.8% | +2.2% | -7.0% | -7.3% |
| 3M | +3.8% | +10.1% | -6.3% | -9.0% |
| 6M | +50.0% | +5.3% | +44.8% | +38.6% |
| YTD | +41.5% | -2.7% | +44.2% | +40.7% |
| 1Y | +32.8% | -0.4% | +33.2% | +25.2% |
| 3Y | +335.9% | +49.0% | +286.8% | +111.2% |
| All | +112.5% | +32.8% | +79.6% | +24.9% |
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