+599.1%
XYZ vs MCO
+393.6%
+205.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -1.5% |
| 7D | -4.3% | -3.8% | -0.5% | -0.5% |
| 30D | +1.2% | -0.4% | +1.6% | +1.4% |
| 3M | +14.6% | +7.7% | +6.9% | +5.5% |
| 6M | +22.6% | +7.0% | +15.6% | +13.1% |
| YTD | +21.7% | -6.4% | +28.1% | +27.5% |
| 1Y | +6.7% | -7.6% | +14.3% | +12.5% |
| 3Y | +46.8% | +43.2% | +3.6% | -5.2% |
| 5Y | -68.0% | +29.6% | -97.6% | -76.2% |
| All | +599.1% | +393.6% | +205.5% | +77.7% |
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 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