+4,624.9%
TER vs MCO
+7,698.6%
-3,073.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +6.6% |
| 7D | +0.6% | -4.2% | +4.8% | +2.8% |
| 30D | -8.3% | +2.2% | -10.5% | -9.8% |
| 3M | -12.2% | +10.1% | -22.3% | -18.9% |
| 6M | +17.1% | +5.3% | +11.8% | +9.8% |
| YTD | +84.7% | -2.7% | +87.4% | +78.4% |
| 1Y | +199.9% | -0.4% | +200.3% | +183.2% |
| 3Y | +232.8% | +49.0% | +183.7% | +150.6% |
| 5Y | +198.6% | +33.6% | +164.9% | +140.2% |
| 10Y | +1,669.7% | +395.3% | +1,274.4% | +610.0% |
| All | +4,624.9% | +7,698.6% | -3,073.7% | +289.0% |
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