+172.6%
TTMI vs MCO
+0.4%
+172.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.1% | +11.0% | +7.6% |
| 7D | +5.9% | -4.2% | +10.0% | +3.3% |
| 30D | -4.3% | +2.2% | -6.5% | -2.6% |
| 3M | -32.0% | +10.1% | -42.2% | -28.0% |
| 6M | +19.5% | +5.3% | +14.2% | +25.8% |
| YTD | +82.0% | -2.7% | +84.8% | +83.7% |
| 1Y | +172.6% | -0.4% | +173.0% | +181.6% |
| All | +172.6% | +0.4% | +172.3% | +181.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling