+328.6%
TMO vs MCO
+393.6%
-65.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.3% |
| 7D | -0.6% | -3.8% | +3.1% | +1.2% |
| 30D | +1.1% | -0.4% | +1.5% | +1.2% |
| 3M | +28.3% | +7.7% | +20.6% | +23.0% |
| 6M | +23.3% | +7.0% | +16.3% | +18.5% |
| YTD | +5.5% | -6.4% | +11.9% | +7.5% |
| 1Y | +24.5% | -7.6% | +32.2% | +27.3% |
| 3Y | +19.6% | +43.2% | -23.7% | -3.4% |
| 5Y | +8.1% | +29.6% | -21.4% | -10.4% |
| All | +328.6% | +393.6% | -65.0% | +91.3% |
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 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