-25.1%
TGT vs MCO
+28.6%
-53.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.7% |
| 7D | -5.2% | -3.8% | -1.5% | -3.5% |
| 30D | +1.2% | -0.4% | +1.6% | +1.3% |
| 3M | +18.4% | +7.7% | +10.7% | +13.8% |
| 6M | +33.4% | +7.0% | +26.5% | +27.9% |
| YTD | +63.8% | -6.4% | +70.2% | +66.5% |
| 1Y | +77.2% | -7.6% | +84.8% | +80.8% |
| 3Y | +41.8% | +43.2% | -1.4% | +9.0% |
| All | -25.1% | +28.6% | -53.7% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling