+16.0%
O vs MCO
+28.6%
-12.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | -2.9% | -3.8% | +0.9% | -1.9% |
| 30D | -4.5% | -0.4% | -4.1% | -4.5% |
| 3M | -2.6% | +7.7% | -10.4% | -4.7% |
| 6M | -5.6% | +7.0% | -12.6% | -7.7% |
| YTD | +9.3% | -6.4% | +15.7% | +10.5% |
| 1Y | +4.3% | -7.6% | +11.9% | +5.7% |
| 3Y | +27.4% | +43.2% | -15.8% | +8.9% |
| All | +16.0% | +28.6% | -12.6% | -1.6% |
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