+813.5%
SPYM vs MCO
+953.7%
-140.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -2.0% | -7.3% | +5.3% | +0.5% |
| 30D | -1.6% | -1.7% | +0.1% | -1.2% |
| 3M | +4.7% | +3.9% | +0.8% | +3.0% |
| 6M | +12.6% | +3.8% | +8.8% | +10.4% |
| YTD | +11.8% | -7.9% | +19.7% | +13.6% |
| 1Y | +17.5% | -6.8% | +24.4% | +18.6% |
| 3Y | +77.0% | +40.9% | +36.0% | +54.0% |
| 5Y | +82.6% | +27.5% | +55.1% | +62.4% |
| 10Y | +320.3% | +381.4% | -61.1% | +147.9% |
| All | +813.5% | +953.7% | -140.3% | +256.7% |
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