+152.3%
W vs MCO
+385.7%
-233.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -0.9% |
| 7D | +0.5% | -7.3% | +7.8% | +9.6% |
| 30D | -5.6% | -1.7% | -3.9% | -4.0% |
| 3M | +41.9% | +3.9% | +38.0% | +34.2% |
| 6M | +30.2% | +3.8% | +26.4% | +22.7% |
| YTD | -2.9% | -7.9% | +5.0% | +3.7% |
| 1Y | +11.6% | -6.8% | +18.4% | +15.9% |
| 3Y | +37.0% | +40.9% | -4.0% | -12.0% |
| 5Y | -62.8% | +27.5% | -90.3% | -71.5% |
| All | +152.3% | +385.7% | -233.4% | -27.8% |
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 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