+203.6%
TGT vs MCO
+393.6%
-190.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.6% |
| 7D | -5.2% | -3.8% | -1.5% | -3.8% |
| 30D | +1.2% | -0.4% | +1.6% | +1.3% |
| 3M | +18.4% | +7.7% | +10.7% | +14.6% |
| 6M | +33.4% | +7.0% | +26.5% | +28.9% |
| YTD | +63.8% | -6.4% | +70.2% | +65.9% |
| 1Y | +77.2% | -7.6% | +84.8% | +79.9% |
| 3Y | +41.8% | +43.2% | -1.4% | +18.2% |
| 5Y | -25.5% | +29.6% | -55.1% | -36.9% |
| All | +203.6% | +393.6% | -190.0% | +71.8% |
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