+17.1%
PM vs MCO
-7.2%
+24.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.4% |
| 7D | +1.9% | -7.3% | +9.3% | +2.8% |
| 30D | +1.9% | -1.7% | +3.6% | +2.2% |
| 3M | +4.6% | +3.9% | +0.7% | +4.9% |
| 6M | +11.7% | +3.8% | +7.9% | +11.9% |
| YTD | +20.4% | -7.9% | +28.3% | +23.7% |
| All | +17.1% | -7.2% | +24.3% | +21.8% |
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