+18.9%
NET vs MCO
+16.9%
+2.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -2.9% |
| 7D | -16.4% | +10.7% | -27.1% | -17.4% |
| 30D | -25.8% | +17.9% | -43.7% | -28.0% |
| 3M | -11.5% | +9.5% | -21.0% | -12.6% |
| 6M | +18.9% | +18.1% | +0.9% | +11.7% |
| All | +18.9% | +16.9% | +2.0% | +11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling