+135.3%
PM vs MCO
+28.6%
+106.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | +4.7% | -3.8% | +8.4% | +5.5% |
| 30D | +2.6% | -0.4% | +3.0% | +2.7% |
| 3M | +6.6% | +7.7% | -1.2% | +5.0% |
| 6M | +16.5% | +7.0% | +9.5% | +14.7% |
| YTD | +21.2% | -6.4% | +27.6% | +22.5% |
| 1Y | +17.9% | -7.6% | +25.6% | +19.4% |
| 3Y | +129.8% | +43.2% | +86.6% | +108.4% |
| All | +135.3% | +28.6% | +106.6% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling