+4,434.1%
TGT vs MCO
+7,284.8%
-2,850.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -5.0% | -7.3% | +2.3% | -2.5% |
| 30D | +3.0% | -1.7% | +4.8% | +3.6% |
| 3M | +22.6% | +3.9% | +18.7% | +20.7% |
| 6M | +31.2% | +3.8% | +27.4% | +28.7% |
| YTD | +63.7% | -7.9% | +71.6% | +66.3% |
| 1Y | +78.5% | -6.8% | +85.3% | +80.3% |
| 3Y | +40.5% | +40.9% | -0.4% | +21.8% |
| 5Y | -25.6% | +27.5% | -53.1% | -33.6% |
| 10Y | +204.7% | +381.4% | -176.7% | +67.4% |
| All | +4,434.1% | +7,284.8% | -2,850.7% | +723.3% |
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 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