+441.5%
PWR vs MCO
+26.6%
+415.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.7% |
| 7D | -0.2% | -7.3% | +7.1% | +2.8% |
| 30D | -7.7% | -1.7% | -6.0% | -7.5% |
| 3M | -4.9% | +3.9% | -8.8% | -7.7% |
| 6M | +9.7% | +3.8% | +5.9% | +5.8% |
| YTD | +46.7% | -7.9% | +54.6% | +48.6% |
| 1Y | +58.7% | -6.8% | +65.6% | +58.8% |
| 3Y | +200.7% | +40.9% | +159.8% | +132.1% |
| All | +441.5% | +26.6% | +415.0% | +342.6% |
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