+309.3%
TEL vs MCO
+393.6%
-84.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.7% |
| 7D | +1.6% | -3.8% | +5.4% | +3.8% |
| 30D | -0.7% | -0.4% | -0.3% | -0.7% |
| 3M | +2.4% | +7.7% | -5.3% | -2.6% |
| 6M | +4.1% | +7.0% | -2.9% | -1.2% |
| YTD | -5.8% | -6.4% | +0.6% | -4.3% |
| 1Y | +0.9% | -7.6% | +8.5% | +2.6% |
| 3Y | +72.6% | +43.2% | +29.4% | +32.3% |
| 5Y | +57.5% | +29.6% | +28.0% | +25.3% |
| All | +309.3% | +393.6% | -84.3% | +61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling