+8,425.6%
PWR vs MCO
+4,989.8%
+3,435.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | +2.7% | -3.1% | +5.8% | +4.0% |
| 30D | -5.1% | -0.5% | -4.6% | -5.2% |
| 3M | -9.4% | +5.7% | -15.1% | -12.6% |
| 6M | +10.4% | +3.0% | +7.4% | +6.9% |
| YTD | +48.6% | -6.5% | +55.1% | +48.7% |
| 1Y | +68.0% | -5.8% | +73.8% | +66.7% |
| 3Y | +204.7% | +43.1% | +161.6% | +148.3% |
| 5Y | +451.9% | +29.5% | +422.5% | +364.0% |
| 10Y | +2,425.3% | +388.8% | +2,036.5% | +1,048.1% |
| All | +8,425.6% | +4,989.8% | +3,435.8% | +1,537.7% |
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