+316.3%
TPR vs MCO
+393.6%
-77.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.6% | +1.2% |
| 7D | -3.0% | -3.8% | +0.8% | -0.5% |
| 30D | -22.6% | -0.4% | -22.2% | -22.7% |
| 3M | -18.2% | +7.7% | -25.9% | -22.8% |
| 6M | -18.0% | +7.0% | -25.0% | -23.0% |
| YTD | -6.4% | -6.4% | 0.0% | -5.0% |
| 1Y | +12.3% | -7.6% | +19.9% | +14.2% |
| 3Y | +298.7% | +43.2% | +255.4% | +189.1% |
| 5Y | +232.5% | +29.6% | +202.9% | +153.5% |
| All | +316.3% | +393.6% | -77.4% | +49.1% |
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 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