+7.5%
SMR vs MCO
+53.6%
-46.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.7% |
| 7D | +13.1% | -3.1% | +16.2% | +14.4% |
| 30D | +17.8% | -0.5% | +18.3% | +17.6% |
| 3M | +8.1% | +5.7% | +2.4% | +3.7% |
| 6M | -11.1% | +3.0% | -14.1% | -13.7% |
| YTD | -23.7% | -6.5% | -17.2% | -22.9% |
| 1Y | -69.4% | -5.8% | -63.6% | -69.4% |
| 3Y | +82.6% | +43.1% | +39.5% | +57.5% |
| All | +7.5% | +53.6% | -46.1% | -15.0% |
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 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