+7,716.4%
TPR vs MCO
+4,662.8%
+3,053.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +1.1% |
| 7D | -2.3% | -4.2% | +1.9% | -0.2% |
| 30D | -23.0% | +2.2% | -25.2% | -24.1% |
| 3M | -12.5% | +10.1% | -22.6% | -17.3% |
| 6M | -21.4% | +5.3% | -26.7% | -24.5% |
| YTD | -3.5% | -2.7% | -0.8% | -4.2% |
| 1Y | +17.4% | -0.4% | +17.7% | +14.3% |
| 3Y | +291.3% | +49.0% | +242.2% | +205.6% |
| 5Y | +241.9% | +33.6% | +208.3% | +180.1% |
| 10Y | +322.7% | +395.3% | -72.7% | +82.2% |
| All | +7,716.4% | +4,662.8% | +3,053.7% | +956.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling