+755.0%
SW vs MCO
+1,442.1%
-687.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | -5.1% | -4.2% | -0.9% | -4.5% |
| 30D | -4.6% | +2.2% | -6.8% | -4.9% |
| 3M | +9.4% | +10.1% | -0.7% | +7.8% |
| 6M | +3.5% | +5.3% | -1.7% | +2.6% |
| YTD | +22.0% | -2.7% | +24.8% | +22.2% |
| 1Y | +2.2% | -0.4% | +2.6% | +2.0% |
| 3Y | +19.6% | +49.0% | -29.4% | +13.5% |
| 5Y | -2.3% | +33.6% | -36.0% | -7.1% |
| 10Y | +181.4% | +395.3% | -214.0% | +139.1% |
| All | +755.0% | +1,442.1% | -687.1% | +605.1% |
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