+730.4%
SW vs MCO
+1,510.2%
-779.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.1% |
| 7D | +4.7% | +5.4% | -0.8% | +3.8% |
| 30D | +5.0% | +13.9% | -8.9% | +3.0% |
| 3M | -7.3% | +6.7% | -14.0% | -8.2% |
| 6M | +15.0% | +13.9% | +1.1% | +12.7% |
| YTD | +18.5% | +1.6% | +17.0% | +17.9% |
| 1Y | +27.1% | +6.9% | +20.3% | +25.5% |
| 3Y | +49.3% | +59.3% | -10.0% | +40.5% |
| 5Y | -1.6% | +38.9% | -40.6% | -6.9% |
| 10Y | +185.4% | +479.8% | -294.4% | +139.4% |
| All | +730.4% | +1,510.2% | -779.8% | +580.4% |
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