+11.5%
TPR vs MCO
-7.0%
+18.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.1% |
| 7D | -5.1% | -7.3% | +2.2% | -4.4% |
| 30D | -27.6% | -1.7% | -25.8% | -27.3% |
| 3M | -17.5% | +3.9% | -21.4% | -17.4% |
| 6M | -21.3% | +3.8% | -25.1% | -21.5% |
| YTD | -8.5% | -7.9% | -0.6% | -7.6% |
| 1Y | +11.5% | -6.8% | +18.3% | +11.7% |
| All | +11.5% | -7.0% | +18.5% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling