+41.8%
TGT vs MCO
+42.6%
-0.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.5% |
| 7D | -5.2% | -3.8% | -1.5% | -4.0% |
| 30D | +1.2% | -0.4% | +1.6% | +1.3% |
| 3M | +18.4% | +7.7% | +10.7% | +15.3% |
| 6M | +33.4% | +7.0% | +26.5% | +29.8% |
| YTD | +63.8% | -6.4% | +70.2% | +66.5% |
| 1Y | +77.2% | -7.6% | +84.8% | +80.7% |
| 3Y | +41.8% | +43.2% | -1.4% | +17.3% |
| All | +41.8% | +42.6% | -0.8% | +17.3% |
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