+547.1%
XYZ vs MCO
+447.0%
+100.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.5% |
| 7D | -1.1% | +0.5% | -1.6% | -1.5% |
| 30D | +11.5% | +9.8% | +1.7% | +2.0% |
| 3M | +1.8% | +4.3% | -2.5% | -2.5% |
| 6M | +21.2% | +16.5% | +4.7% | +3.2% |
| YTD | +29.9% | +0.1% | +29.8% | +27.3% |
| 1Y | +35.8% | +4.4% | +31.3% | +27.3% |
| 3Y | +62.6% | +51.6% | +11.0% | +1.5% |
| 5Y | -62.8% | +36.7% | -99.5% | -73.2% |
| 10Y | +612.0% | +455.7% | +156.3% | +73.8% |
| All | +547.1% | +447.0% | +100.1% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling