+5,115.5%
O vs MCO
+7,504.3%
-2,388.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.5% |
| 7D | -0.6% | -2.7% | +2.2% | +0.4% |
| 30D | -2.0% | +0.9% | -2.9% | -2.4% |
| 3M | +3.0% | +8.7% | -5.7% | -0.2% |
| 6M | -3.6% | +2.4% | -6.1% | -5.1% |
| YTD | +12.1% | -5.2% | +17.2% | +12.5% |
| 1Y | +8.9% | -4.4% | +13.3% | +8.7% |
| 3Y | +30.3% | +45.1% | -14.8% | +10.4% |
| 5Y | +13.7% | +31.5% | -17.8% | -2.2% |
| 10Y | +50.3% | +380.7% | -330.5% | -17.8% |
| All | +5,115.5% | +7,504.3% | -2,388.7% | +1,195.7% |
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 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