+28.3%
RDW vs MCO
+0.4%
+27.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +1.5% |
| 7D | -3.1% | -4.2% | +1.0% | -3.2% |
| 30D | -1.8% | +2.2% | -4.0% | -1.8% |
| 3M | -50.9% | +10.1% | -61.0% | -52.0% |
| 6M | +13.5% | +5.3% | +8.2% | +12.5% |
| YTD | +38.6% | -2.7% | +41.3% | +36.5% |
| 1Y | +28.3% | -0.4% | +28.6% | +22.9% |
| All | +28.3% | +0.4% | +27.9% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling