+763.1%
PM vs MCO
+1,852.1%
-1,088.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.4% |
| 7D | -4.9% | -4.2% | -0.7% | -3.9% |
| 30D | -3.4% | +2.2% | -5.6% | -3.9% |
| 3M | +5.2% | +10.1% | -4.9% | +2.6% |
| 6M | +3.7% | +5.3% | -1.5% | +2.0% |
| YTD | +15.8% | -2.7% | +18.5% | +15.7% |
| 1Y | +17.4% | -0.4% | +17.8% | +16.4% |
| 3Y | +116.9% | +49.0% | +67.9% | +91.9% |
| 5Y | +117.3% | +33.6% | +83.7% | +94.1% |
| 10Y | +193.8% | +395.3% | -201.6% | +88.3% |
| All | +763.1% | +1,852.1% | -1,088.9% | +278.8% |
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 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