+558.6%
QQQ vs MCO
+393.6%
+164.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | 0.0% |
| 7D | -0.6% | -3.8% | +3.2% | +1.4% |
| 30D | -1.2% | -0.4% | -0.8% | -1.2% |
| 3M | -0.2% | +7.7% | -7.9% | -5.0% |
| 6M | +17.9% | +7.0% | +10.9% | +12.0% |
| YTD | +16.6% | -6.4% | +23.1% | +18.2% |
| 1Y | +23.0% | -7.6% | +30.6% | +24.9% |
| 3Y | +92.9% | +43.2% | +49.7% | +49.1% |
| 5Y | +95.6% | +29.6% | +66.0% | +57.1% |
| All | +558.6% | +393.6% | +164.9% | +166.3% |
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