+429.0%
TTMI vs MCO
+5,018.6%
-4,589.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | +6.0% | -7.3% | +13.3% | +10.0% |
| 30D | -6.4% | -1.7% | -4.7% | -6.1% |
| 3M | -28.9% | +3.9% | -32.8% | -32.0% |
| 6M | +26.9% | +3.8% | +23.1% | +20.3% |
| YTD | +77.3% | -7.9% | +85.2% | +76.9% |
| 1Y | +147.5% | -6.8% | +154.4% | +142.8% |
| 3Y | +847.6% | +40.9% | +806.7% | +646.2% |
| 5Y | +802.2% | +27.5% | +774.7% | +631.2% |
| 10Y | +1,076.3% | +381.4% | +694.9% | +361.8% |
| All | +429.0% | +5,018.6% | -4,589.5% | -42.6% |
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 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