+196.2%
ON vs MCO
+5,227.0%
-5,030.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.0% |
| 7D | -2.2% | -2.7% | +0.6% | -0.6% |
| 30D | -12.4% | +0.9% | -13.4% | -13.2% |
| 3M | -41.2% | +8.7% | -49.9% | -45.1% |
| 6M | +25.0% | +2.4% | +22.6% | +19.7% |
| YTD | +31.3% | -5.2% | +36.4% | +29.8% |
| 1Y | +45.4% | -4.4% | +49.8% | +42.1% |
| 3Y | -27.4% | +45.1% | -72.5% | -45.4% |
| 5Y | +58.5% | +31.5% | +27.0% | +27.7% |
| 10Y | +561.8% | +380.7% | +181.1% | +169.7% |
| All | +196.2% | +5,227.0% | -5,030.9% | -76.6% |
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 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