-62.2%
XYZ vs MCO
+38.0%
-100.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.8% |
| 7D | -2.2% | -2.5% | +0.4% | +0.7% |
| 30D | +11.6% | +9.4% | +2.1% | +1.2% |
| 3M | +8.4% | +8.3% | +0.1% | -1.1% |
| 6M | +17.2% | +15.4% | +1.8% | -1.6% |
| YTD | +31.7% | +1.5% | +30.2% | +26.6% |
| 1Y | +30.1% | +5.4% | +24.7% | +19.2% |
| 3Y | +66.4% | +53.1% | +13.3% | -13.6% |
| 5Y | -62.2% | +39.4% | -101.6% | -78.7% |
| All | -62.2% | +38.0% | -100.1% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling