+64.4%
UL vs MCO
+393.6%
-329.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | -3.4% | -3.8% | +0.4% | -2.3% |
| 30D | +0.5% | -0.4% | +0.9% | +0.6% |
| 3M | +7.2% | +7.7% | -0.5% | +4.9% |
| 6M | -3.1% | +7.0% | -10.0% | -5.2% |
| YTD | -2.7% | -6.4% | +3.7% | -1.7% |
| 1Y | -10.2% | -7.6% | -2.6% | -9.1% |
| 3Y | +20.3% | +43.2% | -23.0% | +4.1% |
| 5Y | +19.9% | +29.6% | -9.6% | +5.2% |
| All | +64.4% | +393.6% | -329.2% | -16.3% |
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 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