+356.2%
TPR vs MCO
+453.0%
-96.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -0.3% | +0.5% | -0.8% | -0.6% |
| 30D | +15.1% | +9.8% | +5.3% | +8.0% |
| 3M | +3.5% | +4.3% | -0.7% | +0.3% |
| 6M | +0.4% | +16.5% | -16.0% | -10.7% |
| YTD | +4.6% | +0.1% | +4.5% | +1.2% |
| 1Y | +33.1% | +4.4% | +28.7% | +24.8% |
| 3Y | +396.0% | +51.6% | +344.4% | +246.1% |
| 5Y | +230.3% | +36.7% | +193.6% | +143.4% |
| All | +356.2% | +453.0% | -96.8% | +53.8% |
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