+231.7%
RF vs MCO
+467.3%
-235.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -1.3% | -2.5% | +1.2% | +0.1% |
| 30D | +4.6% | +9.4% | -4.8% | -0.9% |
| 3M | -8.4% | +8.3% | -16.7% | -13.1% |
| 6M | +8.9% | +15.4% | -6.5% | -1.1% |
| YTD | +8.8% | +1.5% | +7.3% | +5.2% |
| 1Y | +18.9% | +5.4% | +13.6% | +12.2% |
| 3Y | +116.0% | +53.1% | +62.9% | +58.6% |
| 5Y | +46.0% | +39.4% | +6.6% | +10.9% |
| 10Y | +231.7% | +463.0% | -231.3% | +28.4% |
| All | +231.7% | +467.3% | -235.5% | +28.4% |
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