+225.2%
TPR vs MCO
+26.7%
+198.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.7% |
| 7D | -5.1% | -7.3% | +2.2% | -1.1% |
| 30D | -27.6% | -1.7% | -25.8% | -27.1% |
| 3M | -17.5% | +3.9% | -21.4% | -19.8% |
| 6M | -21.3% | +3.8% | -25.1% | -24.0% |
| YTD | -8.5% | -7.9% | -0.6% | -6.0% |
| 1Y | +11.5% | -6.8% | +18.3% | +12.9% |
| 3Y | +288.0% | +40.9% | +247.1% | +195.2% |
| 5Y | +225.2% | +27.5% | +197.7% | +147.9% |
| All | +225.2% | +26.7% | +198.4% | +147.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling