+12,772.9%
TDG vs MCO
+757.6%
+12,015.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.8% |
| 7D | -2.7% | -7.3% | +4.7% | +0.5% |
| 30D | -9.3% | -1.7% | -7.6% | -8.7% |
| 3M | -7.1% | +3.9% | -11.0% | -9.0% |
| 6M | -11.2% | +3.8% | -15.0% | -13.2% |
| YTD | -15.3% | -7.9% | -7.4% | -13.2% |
| 1Y | -12.5% | -6.8% | -5.6% | -11.1% |
| 3Y | +51.2% | +40.9% | +10.3% | +27.1% |
| 5Y | +126.1% | +27.5% | +98.6% | +96.1% |
| 10Y | +536.2% | +381.4% | +154.8% | +233.3% |
| All | +12,772.9% | +757.6% | +12,015.3% | +3,829.4% |
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