+0.7%
TPR vs MCO
+15.4%
-14.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | +6.4% | -2.5% | +8.9% | +7.0% |
| 30D | +13.8% | +9.4% | +4.3% | +11.0% |
| 3M | -16.6% | +8.3% | -24.9% | -18.1% |
| 6M | +0.7% | +15.4% | -14.7% | +0.1% |
| All | +0.7% | +15.4% | -14.8% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling