+33.0%
BLK vs MCO
+28.6%
+4.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.6% |
| 7D | -3.3% | -3.8% | +0.5% | -0.9% |
| 30D | -6.5% | -0.4% | -6.1% | -6.3% |
| 3M | +6.7% | +7.7% | -1.0% | +1.3% |
| 6M | +14.7% | +7.0% | +7.7% | +8.9% |
| YTD | +2.5% | -6.4% | +8.9% | +5.6% |
| 1Y | -2.8% | -7.6% | +4.9% | +0.6% |
| 3Y | +65.9% | +43.2% | +22.6% | +22.8% |
| All | +33.0% | +28.6% | +4.4% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling