+1,139.1%
PSX vs MCO
+1,223.2%
-84.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | +1.8% | -3.1% | +5.0% | +3.1% |
| 30D | +21.6% | -0.5% | +22.2% | +21.7% |
| 3M | +46.5% | +5.7% | +40.8% | +42.3% |
| 6M | +62.0% | +3.0% | +59.0% | +58.2% |
| YTD | +106.3% | -6.5% | +112.8% | +108.0% |
| 1Y | +103.0% | -5.8% | +108.7% | +102.9% |
| 3Y | +135.5% | +43.1% | +92.4% | +93.2% |
| 5Y | +368.5% | +29.5% | +339.0% | +288.9% |
| 10Y | +386.6% | +388.8% | -2.3% | +108.1% |
| All | +1,139.1% | +1,223.2% | -84.0% | +211.5% |
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