+148.6%
TE vs MCO
+0.4%
+148.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.5% | +1.6% |
| 7D | -4.0% | -4.2% | +0.2% | -3.6% |
| 30D | -15.9% | +2.2% | -18.1% | -16.1% |
| 3M | -60.5% | +10.1% | -70.7% | -61.6% |
| 6M | -35.2% | +5.3% | -40.5% | -36.9% |
| YTD | -31.1% | -2.7% | -28.4% | -33.1% |
| 1Y | +148.6% | -0.4% | +149.0% | +139.5% |
| All | +148.6% | +0.4% | +148.3% | +139.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling