+2,521.4%
PWR vs MCO
+393.6%
+2,127.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.4% |
| 7D | +4.2% | -3.8% | +8.0% | +6.1% |
| 30D | -4.0% | -0.4% | -3.7% | -4.2% |
| 3M | -4.8% | +7.7% | -12.5% | -9.3% |
| 6M | +14.6% | +7.0% | +7.6% | +8.5% |
| YTD | +54.2% | -6.4% | +60.6% | +54.5% |
| 1Y | +67.1% | -7.6% | +74.8% | +67.7% |
| 3Y | +218.5% | +43.2% | +175.2% | +147.4% |
| 5Y | +466.3% | +29.6% | +436.7% | +354.9% |
| All | +2,521.4% | +393.6% | +2,127.8% | +993.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling