+71.3%
V vs MCO
+28.6%
+42.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.1% |
| 7D | -1.2% | -3.8% | +2.5% | +0.5% |
| 30D | +3.1% | -0.4% | +3.5% | +3.2% |
| 3M | +16.3% | +7.7% | +8.6% | +12.1% |
| 6M | +20.4% | +7.0% | +13.4% | +16.1% |
| YTD | +6.3% | -6.4% | +12.7% | +8.5% |
| 1Y | +8.7% | -7.6% | +16.4% | +11.5% |
| 3Y | +53.3% | +43.2% | +10.1% | +25.0% |
| All | +71.3% | +28.6% | +42.6% | +39.6% |
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 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