+72.6%
TEL vs MCO
+42.6%
+30.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.0% |
| 7D | +1.6% | -3.8% | +5.4% | +3.1% |
| 30D | -0.7% | -0.4% | -0.3% | -0.7% |
| 3M | +2.4% | +7.7% | -5.3% | -1.2% |
| 6M | +4.1% | +7.0% | -2.9% | +0.3% |
| YTD | -5.8% | -6.4% | +0.6% | -4.1% |
| 1Y | +0.9% | -7.6% | +8.5% | +3.1% |
| 3Y | +72.6% | +43.2% | +29.4% | +39.1% |
| All | +72.6% | +42.6% | +30.0% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling