+91.3%
RF vs MCO
+44.0%
+47.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | 0.0% |
| 7D | +2.7% | -2.7% | +5.4% | +3.9% |
| 30D | -3.4% | +0.9% | -4.3% | -3.9% |
| 3M | +6.4% | +8.7% | -2.3% | +1.8% |
| 6M | +13.4% | +2.4% | +11.0% | +11.4% |
| YTD | +14.2% | -5.2% | +19.4% | +16.0% |
| 1Y | +15.7% | -4.4% | +20.1% | +16.3% |
| 3Y | +91.3% | +45.1% | +46.2% | +40.6% |
| All | +91.3% | +44.0% | +47.4% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling