+131.2%
TLT vs MCO
+2,369.3%
-2,238.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -0.2% |
| 7D | +0.4% | -2.7% | +3.1% | +0.2% |
| 30D | -0.3% | +0.9% | -1.2% | -0.2% |
| 3M | -1.7% | +8.7% | -10.4% | -1.0% |
| 6M | -4.9% | +2.4% | -7.3% | -4.6% |
| YTD | -2.8% | -5.2% | +2.4% | -3.0% |
| 1Y | -4.2% | -4.4% | +0.2% | -4.3% |
| 3Y | -1.1% | +45.1% | -46.2% | +3.0% |
| 5Y | -33.7% | +31.5% | -65.2% | -31.6% |
| 10Y | -20.7% | +380.7% | -401.4% | -2.1% |
| All | +131.2% | +2,369.3% | -2,238.1% | +278.4% |
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