+140.2%
NI vs MCO
+393.6%
-253.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.6% |
| 7D | 0.0% | -3.8% | +3.8% | +1.3% |
| 30D | -1.4% | -0.4% | -1.0% | -1.4% |
| 3M | -10.6% | +7.7% | -18.3% | -13.1% |
| 6M | -9.3% | +7.0% | -16.3% | -12.1% |
| YTD | +1.1% | -6.4% | +7.5% | +2.0% |
| 1Y | +3.4% | -7.6% | +11.0% | +4.4% |
| 3Y | +67.9% | +43.2% | +24.6% | +42.7% |
| 5Y | +98.0% | +29.6% | +68.4% | +70.1% |
| All | +140.2% | +393.6% | -253.4% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling