-22.2%
ON vs MCO
+42.6%
-64.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +8.0% |
| 7D | +2.4% | -3.8% | +6.1% | +3.7% |
| 30D | -8.6% | -0.4% | -8.2% | -8.7% |
| 3M | -34.3% | +7.7% | -42.1% | -36.9% |
| 6M | +28.5% | +7.0% | +21.5% | +22.6% |
| YTD | +40.6% | -6.4% | +47.0% | +43.5% |
| 1Y | +55.3% | -7.6% | +63.0% | +59.3% |
| 3Y | -22.2% | +43.2% | -65.4% | -35.2% |
| All | -22.2% | +42.6% | -64.8% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling