-49.3%
TE vs MCO
+28.6%
-78.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.5% |
| 7D | +0.2% | -3.8% | +4.0% | +2.8% |
| 30D | -5.9% | -0.4% | -5.5% | -6.0% |
| 3M | -45.6% | +7.7% | -53.3% | -49.7% |
| 6M | -43.4% | +7.0% | -50.4% | -47.6% |
| YTD | -31.0% | -6.4% | -24.6% | -30.8% |
| 1Y | +145.2% | -7.6% | +152.9% | +148.5% |
| 3Y | -24.1% | +43.2% | -67.3% | -48.5% |
| All | -49.3% | +28.6% | -78.0% | -61.1% |
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