-53.4%
TE vs MCO
+97.8%
-151.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.1% |
| 7D | +0.9% | -7.3% | +8.2% | +3.9% |
| 30D | -16.3% | -1.7% | -14.6% | -15.8% |
| 3M | -40.8% | +3.9% | -44.7% | -42.4% |
| 6M | -42.6% | +3.8% | -46.4% | -44.3% |
| YTD | -31.4% | -7.9% | -23.5% | -30.7% |
| 1Y | +144.9% | -6.8% | +151.8% | +146.4% |
| 3Y | -26.0% | +40.9% | -66.9% | -36.8% |
| 5Y | -48.5% | +27.5% | -76.0% | -56.8% |
| All | -53.4% | +97.8% | -151.2% | -61.3% |
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