+746.4%
TEAM vs MCO
+422.4%
+324.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.8% |
| 7D | -4.7% | -3.1% | -1.5% | -2.2% |
| 30D | +17.0% | -0.5% | +17.6% | +17.7% |
| 3M | +85.9% | +5.7% | +80.2% | +79.8% |
| 6M | +116.7% | +3.0% | +113.6% | +114.8% |
| YTD | +9.6% | -6.5% | +16.1% | +16.1% |
| 1Y | -2.5% | -5.8% | +3.2% | +2.3% |
| 3Y | -14.0% | +43.1% | -57.1% | -34.0% |
| 5Y | -53.1% | +29.5% | -82.6% | -61.1% |
| 10Y | +502.9% | +388.8% | +114.1% | +108.0% |
| All | +746.4% | +422.4% | +324.0% | +170.1% |
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 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