+46.6%
XYZ vs MCO
+40.3%
+6.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.8% |
| 7D | -5.2% | -7.3% | +2.2% | +0.9% |
| 30D | 0.0% | -1.7% | +1.7% | +1.3% |
| 3M | +18.7% | +3.9% | +14.8% | +14.4% |
| 6M | +20.5% | +3.8% | +16.7% | +16.1% |
| YTD | +21.5% | -7.9% | +29.4% | +28.9% |
| 1Y | +7.2% | -6.8% | +14.1% | +11.9% |
| All | +46.6% | +40.3% | +6.3% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling