-35.7%
U vs MCO
+77.8%
-113.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +2.7% |
| 7D | +5.5% | -3.8% | +9.3% | +10.0% |
| 30D | -1.3% | -0.4% | -0.9% | -1.1% |
| 3M | +64.6% | +7.7% | +56.9% | +48.6% |
| 6M | +119.4% | +7.0% | +112.4% | +98.1% |
| YTD | -0.5% | -6.4% | +5.9% | +3.8% |
| 1Y | +1.3% | -7.6% | +8.9% | +6.2% |
| 3Y | +15.6% | +43.2% | -27.6% | -36.0% |
| 5Y | -67.5% | +29.6% | -97.0% | -80.4% |
| All | -35.7% | +77.8% | -113.5% | -68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling