+165.0%
W vs MCO
+487.3%
-322.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +3.3% |
| 7D | +6.5% | -2.7% | +9.2% | +9.5% |
| 30D | -6.2% | +0.9% | -7.2% | -7.5% |
| 3M | +48.9% | +8.7% | +40.2% | +34.6% |
| 6M | +31.2% | +2.4% | +28.8% | +26.1% |
| YTD | -0.4% | -5.2% | +4.7% | +2.8% |
| 1Y | +14.8% | -4.4% | +19.2% | +16.0% |
| 3Y | +40.5% | +45.1% | -4.6% | -9.0% |
| 5Y | -62.1% | +31.5% | -93.6% | -71.0% |
| 10Y | +141.5% | +380.7% | -239.2% | -34.0% |
| All | +165.0% | +487.3% | -322.2% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling