+55.3%
ON vs MCO
-5.7%
+61.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +8.9% |
| 7D | +2.4% | -3.8% | +6.1% | +1.3% |
| 30D | -8.6% | -0.4% | -8.2% | -8.7% |
| 3M | -34.3% | +7.7% | -42.1% | -33.0% |
| 6M | +28.5% | +7.0% | +21.5% | +30.4% |
| YTD | +40.6% | -6.4% | +47.0% | +45.8% |
| 1Y | +55.3% | -7.6% | +63.0% | +58.3% |
| All | +55.3% | -5.7% | +61.0% | +58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling