+293.7%
TPR vs MCO
+44.0%
+249.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -2.7% |
| 7D | -3.4% | -2.7% | -0.6% | -2.3% |
| 30D | -27.3% | +0.9% | -28.3% | -27.7% |
| 3M | -16.2% | +8.7% | -24.9% | -19.5% |
| 6M | -17.9% | +2.4% | -20.3% | -19.3% |
| YTD | -7.1% | -5.2% | -1.9% | -5.6% |
| 1Y | +13.6% | -4.4% | +18.0% | +14.3% |
| 3Y | +293.7% | +45.1% | +248.6% | +221.2% |
| All | +293.7% | +44.0% | +249.8% | +221.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling