+20.1%
W vs MCO
+0.4%
+19.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +3.8% |
| 7D | -4.2% | -4.2% | 0.0% | -1.7% |
| 30D | -7.6% | +2.2% | -9.8% | -8.7% |
| 3M | +37.2% | +10.1% | +27.0% | +30.2% |
| 6M | +26.3% | +5.3% | +21.1% | +22.0% |
| YTD | -1.0% | -2.7% | +1.8% | -3.1% |
| 1Y | +20.1% | -0.4% | +20.5% | +15.6% |
| All | +20.1% | +0.4% | +19.7% | +15.6% |
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