-7.2%
AON vs MCO
+42.6%
-49.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.2% |
| 7D | -6.3% | -3.8% | -2.5% | -5.0% |
| 30D | -14.1% | -0.4% | -13.7% | -13.9% |
| 3M | -9.5% | +7.7% | -17.2% | -11.8% |
| 6M | -4.0% | +7.0% | -11.0% | -6.4% |
| YTD | -13.8% | -6.4% | -7.4% | -12.4% |
| 1Y | -18.3% | -7.6% | -10.6% | -16.7% |
| 3Y | -7.2% | +43.2% | -50.4% | -22.4% |
| All | -7.2% | +42.6% | -49.8% | -22.4% |
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