+3.3%
BLK vs MCO
+0.4%
+3.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | -3.6% | -4.2% | +0.5% | -2.1% |
| 30D | -1.0% | +2.2% | -3.2% | -1.8% |
| 3M | +10.4% | +10.1% | +0.3% | +6.8% |
| 6M | +8.2% | +5.3% | +2.9% | +5.7% |
| YTD | +6.0% | -2.7% | +8.8% | +7.8% |
| 1Y | +3.3% | -0.4% | +3.7% | +4.2% |
| All | +3.3% | +0.4% | +3.0% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling