+71.2%
BKR vs MCO
+42.6%
+28.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -7.0% | -3.8% | -3.2% | -6.0% |
| 30D | -8.1% | -0.4% | -7.7% | -8.2% |
| 3M | -6.6% | +7.7% | -14.3% | -9.4% |
| 6M | +0.9% | +7.0% | -6.1% | -2.3% |
| YTD | +31.1% | -6.4% | +37.5% | +32.7% |
| 1Y | +27.7% | -7.6% | +35.3% | +29.8% |
| 3Y | +71.2% | +43.2% | +28.0% | +52.6% |
| All | +71.2% | +42.6% | +28.6% | +52.6% |
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