+69.5%
T vs MCO
+28.6%
+40.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.7% |
| 7D | +1.5% | -3.8% | +5.2% | +2.1% |
| 30D | +7.5% | -0.4% | +7.9% | +7.5% |
| 3M | +14.8% | +7.7% | +7.1% | +13.4% |
| 6M | -1.7% | +7.0% | -8.7% | -3.0% |
| YTD | +8.7% | -6.4% | +15.1% | +9.6% |
| 1Y | -7.5% | -7.6% | +0.2% | -6.5% |
| 3Y | +110.2% | +43.2% | +67.0% | +92.4% |
| All | +69.5% | +28.6% | +40.9% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling