+335.4%
RF vs MCO
+385.7%
-50.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.1% |
| 7D | -1.6% | -7.3% | +5.7% | +2.8% |
| 30D | -4.3% | -1.7% | -2.6% | -3.5% |
| 3M | +5.9% | +3.9% | +1.9% | +2.7% |
| 6M | +14.1% | +3.8% | +10.3% | +10.4% |
| YTD | +13.8% | -7.9% | +21.7% | +16.8% |
| 1Y | +15.2% | -6.8% | +22.1% | +16.9% |
| 3Y | +90.6% | +40.9% | +49.6% | +47.1% |
| 5Y | +88.9% | +27.5% | +61.4% | +50.7% |
| All | +335.4% | +385.7% | -50.3% | +71.8% |
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