+3,083.0%
WM vs MCO
+7,890.1%
-4,807.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.6% |
| 7D | +1.2% | +2.4% | -1.2% | +0.6% |
| 30D | +13.1% | +12.5% | +0.6% | +9.7% |
| 3M | +3.6% | +7.1% | -3.5% | +1.7% |
| 6M | +8.1% | +13.2% | -5.1% | +4.4% |
| YTD | +8.9% | -0.4% | +9.3% | +8.0% |
| 1Y | +20.3% | +5.8% | +14.6% | +17.5% |
| 3Y | +46.2% | +55.4% | -9.2% | +27.4% |
| 5Y | +59.9% | +36.3% | +23.6% | +42.0% |
| 10Y | +345.6% | +468.9% | -123.4% | +172.1% |
| All | +3,083.0% | +7,890.1% | -4,807.1% | +741.2% |
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