+1.5%
SMR vs MCO
+51.2%
-49.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.0% | -4.9% |
| 7D | +4.7% | -7.3% | +12.0% | +8.1% |
| 30D | +3.2% | -1.7% | +4.9% | +3.7% |
| 3M | +9.9% | +3.9% | +6.0% | +6.2% |
| 6M | -15.1% | +3.8% | -18.9% | -17.9% |
| YTD | -27.9% | -7.9% | -20.0% | -26.7% |
| 1Y | -70.2% | -6.8% | -63.4% | -70.1% |
| 3Y | +72.5% | +40.9% | +31.5% | +49.8% |
| All | +1.5% | +51.2% | -49.7% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling