+209.8%
RF vs MCO
+451.2%
-241.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.5% |
| 7D | +0.4% | -1.7% | +2.1% | +1.3% |
| 30D | +5.6% | +9.1% | -3.6% | +0.1% |
| 3M | -8.9% | +6.2% | -15.1% | -12.5% |
| 6M | +7.1% | +12.6% | -5.6% | -1.3% |
| YTD | +8.3% | -0.2% | +8.5% | +5.8% |
| 1Y | +16.8% | +4.1% | +12.7% | +11.0% |
| 3Y | +115.0% | +50.6% | +64.4% | +59.4% |
| 5Y | +46.4% | +36.2% | +10.2% | +12.7% |
| All | +209.8% | +451.2% | -241.4% | +19.0% |
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