+9.3%
XYZ vs MCO
+0.4%
+8.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.6% |
| 7D | -1.0% | -4.2% | +3.2% | +1.7% |
| 30D | -1.7% | +2.2% | -3.9% | -3.0% |
| 3M | +16.7% | +10.1% | +6.6% | +9.5% |
| 6M | +26.9% | +5.3% | +21.6% | +21.8% |
| YTD | +27.1% | -2.7% | +29.9% | +27.8% |
| 1Y | +9.3% | -0.4% | +9.6% | +7.5% |
| All | +9.3% | +0.4% | +8.9% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling