+179.5%
SW vs MCO
+451.2%
-271.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.4% |
| 7D | -3.0% | -1.7% | -1.3% | -2.5% |
| 30D | +4.2% | +9.1% | -5.0% | +1.5% |
| 3M | -11.5% | +6.2% | -17.8% | -13.1% |
| 6M | +8.6% | +12.6% | -4.0% | +4.7% |
| YTD | +15.0% | -0.2% | +15.2% | +14.3% |
| 1Y | +25.7% | +4.1% | +21.6% | +23.3% |
| 3Y | +44.8% | +50.6% | -5.8% | +28.9% |
| 5Y | -1.7% | +36.2% | -38.0% | -12.5% |
| All | +179.5% | +451.2% | -271.7% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling