+2,658.4%
NI vs MCO
+7,404.7%
-4,746.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | 0.0% | -3.8% | +3.8% | +0.9% |
| 30D | -1.4% | -0.4% | -1.0% | -1.4% |
| 3M | -10.6% | +7.7% | -18.3% | -12.4% |
| 6M | -9.3% | +7.0% | -16.3% | -11.2% |
| YTD | +1.1% | -6.4% | +7.5% | +1.7% |
| 1Y | +3.4% | -7.6% | +11.0% | +4.1% |
| 3Y | +67.9% | +43.2% | +24.6% | +51.4% |
| 5Y | +98.0% | +29.6% | +68.4% | +80.1% |
| 10Y | +143.6% | +389.2% | -245.7% | +63.6% |
| All | +2,658.4% | +7,404.7% | -4,746.3% | +1,055.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling