-68.1%
XYZ vs MCO
+26.7%
-94.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +1.3% |
| 7D | -5.2% | -7.3% | +2.2% | +3.2% |
| 30D | 0.0% | -1.7% | +1.7% | +1.7% |
| 3M | +18.7% | +3.9% | +14.8% | +12.5% |
| 6M | +20.5% | +3.8% | +16.7% | +13.9% |
| YTD | +21.5% | -7.9% | +29.4% | +30.1% |
| 1Y | +7.2% | -6.8% | +14.1% | +12.0% |
| 3Y | +49.0% | +40.9% | +8.0% | -14.7% |
| 5Y | -68.1% | +27.5% | -95.6% | -79.9% |
| All | -68.1% | +26.7% | -94.8% | -79.9% |
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