+227.9%
TPR vs MCO
+38.0%
+189.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | +6.4% | -2.5% | +8.9% | +7.8% |
| 30D | +13.8% | +9.4% | +4.3% | +8.1% |
| 3M | -16.6% | +8.3% | -24.9% | -20.7% |
| 6M | +0.7% | +15.4% | -14.7% | -8.2% |
| YTD | +5.3% | +1.5% | +3.9% | +2.4% |
| 1Y | +32.4% | +5.4% | +27.0% | +25.4% |
| 3Y | +406.4% | +53.1% | +353.3% | +265.2% |
| 5Y | +227.9% | +39.4% | +188.5% | +141.7% |
| All | +227.9% | +38.0% | +189.9% | +141.7% |
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 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