+89.2%
USB vs MCO
+463.1%
-373.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.5% | +2.0% |
| 7D | +0.8% | +1.0% | -0.2% | +0.2% |
| 30D | +6.8% | +10.1% | -3.3% | +1.6% |
| 3M | -3.8% | +7.2% | -11.0% | -7.4% |
| 6M | +11.7% | +13.8% | -2.0% | +3.8% |
| YTD | +17.5% | +0.7% | +16.8% | +14.7% |
| 1Y | +33.8% | +5.6% | +28.1% | +27.2% |
| 3Y | +104.2% | +54.1% | +50.2% | +57.3% |
| 5Y | +26.4% | +36.0% | -9.5% | +1.6% |
| 10Y | +89.2% | +457.5% | -368.3% | -15.0% |
| All | +89.2% | +463.1% | -373.9% | -15.0% |
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