+36.5%
USB vs MCO
+9.9%
+26.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +1.0% |
| 7D | +2.4% | +10.7% | -8.3% | +0.5% |
| 30D | +6.6% | +17.9% | -11.3% | +3.4% |
| 3M | -4.1% | +9.5% | -13.6% | -5.8% |
| 6M | +12.5% | +18.1% | -5.6% | +9.2% |
| YTD | +17.6% | +4.1% | +13.5% | +14.4% |
| 1Y | +36.5% | +9.3% | +27.2% | +30.6% |
| All | +36.5% | +9.9% | +26.6% | +30.6% |
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