+611.1%
BKR vs MCO
+7,404.7%
-6,793.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | -7.0% | -3.8% | -3.2% | -5.5% |
| 30D | -8.1% | -0.4% | -7.7% | -8.2% |
| 3M | -6.6% | +7.7% | -14.3% | -10.1% |
| 6M | +0.9% | +7.0% | -6.1% | -3.0% |
| YTD | +31.1% | -6.4% | +37.5% | +32.1% |
| 1Y | +27.7% | -7.6% | +35.3% | +28.8% |
| 3Y | +71.2% | +43.2% | +28.0% | +42.9% |
| 5Y | +177.6% | +29.6% | +148.1% | +135.0% |
| 10Y | +122.7% | +389.2% | -266.5% | +10.5% |
| All | +611.1% | +7,404.7% | -6,793.6% | +22.0% |
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