+3,625.1%
AON vs MCO
+7,284.8%
-3,659.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | -5.9% | -7.3% | +1.4% | -3.6% |
| 30D | -13.7% | -1.7% | -12.0% | -13.2% |
| 3M | -8.3% | +3.9% | -12.2% | -9.4% |
| 6M | -3.6% | +3.8% | -7.4% | -4.9% |
| YTD | -12.4% | -7.9% | -4.5% | -10.6% |
| 1Y | -14.6% | -6.8% | -7.8% | -13.4% |
| 3Y | -5.7% | +40.9% | -46.7% | -16.7% |
| 5Y | +9.1% | +27.5% | -18.4% | -1.6% |
| 10Y | +208.7% | +381.4% | -172.7% | +86.7% |
| All | +3,625.1% | +7,284.8% | -3,659.7% | +892.2% |
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 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