+1,014.6%
T vs MCO
+7,398.7%
-6,384.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -3.1% | -3.1% | +0.1% | -2.3% |
| 30D | +4.6% | -0.5% | +5.1% | +4.7% |
| 3M | +12.2% | +5.7% | +6.5% | +10.5% |
| 6M | -6.5% | +3.0% | -9.5% | -7.6% |
| YTD | +4.9% | -6.5% | +11.4% | +5.6% |
| 1Y | -10.5% | -5.8% | -4.7% | -10.2% |
| 3Y | +104.6% | +43.1% | +61.5% | +82.2% |
| 5Y | +64.2% | +29.5% | +34.7% | +47.3% |
| 10Y | +68.4% | +388.8% | -320.4% | +6.0% |
| All | +1,014.6% | +7,398.7% | -6,384.1% | +214.7% |
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