+542.0%
RF vs MCO
+7,969.8%
-7,427.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.3% | +1.4% | -1.0% | -0.5% |
| 30D | +6.2% | +10.0% | -3.8% | +0.3% |
| 3M | -7.8% | +7.0% | -14.9% | -11.8% |
| 6M | +5.9% | +13.7% | -7.7% | -2.6% |
| YTD | +9.0% | +0.6% | +8.4% | +5.9% |
| 1Y | +19.3% | +6.2% | +13.0% | +12.1% |
| 3Y | +116.4% | +51.9% | +64.6% | +63.5% |
| 5Y | +46.0% | +37.5% | +8.6% | +13.8% |
| 10Y | +239.8% | +459.4% | -219.6% | +15.3% |
| All | +542.0% | +7,969.8% | -7,427.8% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling