+49.3%
SW vs MCO
+59.4%
-10.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.3% |
| 7D | +4.7% | +5.4% | -0.8% | +2.1% |
| 30D | +5.0% | +13.9% | -8.9% | -1.3% |
| 3M | -7.3% | +6.7% | -14.0% | -10.2% |
| 6M | +15.0% | +13.9% | +1.1% | +7.9% |
| YTD | +18.5% | +1.6% | +17.0% | +17.3% |
| 1Y | +27.1% | +6.9% | +20.3% | +22.0% |
| All | +49.3% | +59.4% | -10.1% | +21.6% |
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