+310.4%
WM vs MCO
+377.3%
-66.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -1.2% | -3.1% | +2.0% | -0.2% |
| 30D | -4.5% | -0.5% | -3.9% | -4.4% |
| 3M | -2.2% | +5.7% | -7.9% | -4.2% |
| 6M | -11.5% | +3.0% | -14.5% | -12.8% |
| YTD | -0.7% | -6.5% | +5.8% | +0.5% |
| 1Y | +0.3% | -5.8% | +6.1% | +1.0% |
| 3Y | +44.2% | +43.1% | +1.1% | +22.3% |
| 5Y | +51.6% | +29.5% | +22.1% | +30.7% |
| 10Y | +310.4% | +388.8% | -78.4% | +122.3% |
| All | +310.4% | +377.3% | -66.9% | +122.3% |
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