+41.2%
USB vs MCO
+32.8%
+8.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.7% |
| 7D | +1.4% | -4.2% | +5.6% | +3.3% |
| 30D | -1.3% | +2.2% | -3.5% | -2.4% |
| 3M | +15.2% | +10.1% | +5.1% | +9.9% |
| 6M | +18.8% | +5.3% | +13.6% | +15.3% |
| YTD | +21.0% | -2.7% | +23.8% | +20.9% |
| 1Y | +34.0% | -0.4% | +34.4% | +31.7% |
| 3Y | +95.3% | +49.0% | +46.3% | +57.4% |
| All | +41.2% | +32.8% | +8.3% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling