+3,137.3%
WM vs MCO
+8,036.4%
-4,899.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +0.8% | -2.5% | +3.3% | +1.4% |
| 30D | +13.8% | +9.4% | +4.4% | +11.2% |
| 3M | +6.4% | +8.3% | -1.9% | +4.1% |
| 6M | +13.2% | +15.4% | -2.1% | +8.8% |
| YTD | +10.8% | +1.5% | +9.3% | +9.3% |
| 1Y | +20.2% | +5.4% | +14.8% | +17.4% |
| 3Y | +46.5% | +53.1% | -6.7% | +28.1% |
| 5Y | +61.3% | +39.4% | +21.8% | +42.4% |
| 10Y | +324.8% | +463.0% | -138.3% | +159.9% |
| All | +3,137.3% | +8,036.4% | -4,899.1% | +751.5% |
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