+12,674.7%
BLK vs MCO
+5,304.5%
+7,370.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | -5.2% | -7.3% | +2.1% | -1.3% |
| 30D | -7.0% | -1.7% | -5.3% | -6.2% |
| 3M | +5.7% | +3.9% | +1.7% | +3.2% |
| 6M | +11.0% | +3.8% | +7.2% | +8.2% |
| YTD | +0.9% | -7.9% | +8.8% | +4.0% |
| 1Y | -1.6% | -6.8% | +5.2% | +0.5% |
| 3Y | +64.5% | +40.9% | +23.5% | +34.5% |
| 5Y | +30.9% | +27.5% | +3.4% | +12.0% |
| 10Y | +275.1% | +381.4% | -106.3% | +64.8% |
| All | +12,674.7% | +5,304.5% | +7,370.2% | +2,288.6% |
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 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