+24.5%
USB vs MCO
+36.8%
-12.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | +1.2% | -1.7% | +2.9% | +2.0% |
| 30D | +6.3% | +9.1% | -2.8% | +2.1% |
| 3M | -6.1% | +6.2% | -12.4% | -8.9% |
| 6M | +13.0% | +12.6% | +0.4% | +6.2% |
| YTD | +16.6% | -0.2% | +16.7% | +14.9% |
| 1Y | +31.1% | +4.1% | +27.0% | +26.4% |
| 3Y | +100.9% | +50.6% | +50.3% | +59.5% |
| 5Y | +24.5% | +36.2% | -11.7% | -2.8% |
| All | +24.5% | +36.8% | -12.2% | -2.8% |
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