+177.8%
SE vs MCO
+42.6%
+135.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -2.2% |
| 7D | -5.2% | -3.8% | -1.5% | -3.4% |
| 30D | -17.1% | -0.4% | -16.7% | -17.0% |
| 3M | +24.0% | +7.7% | +16.3% | +18.7% |
| 6M | +21.0% | +7.0% | +14.0% | +16.1% |
| YTD | -16.7% | -6.4% | -10.3% | -14.4% |
| 1Y | -45.9% | -7.6% | -38.3% | -44.2% |
| 3Y | +177.8% | +43.2% | +134.6% | +134.6% |
| All | +177.8% | +42.6% | +135.2% | +134.6% |
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