+216.7%
CTVA vs MCO
+170.8%
+45.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.4% |
| 7D | -4.5% | -3.8% | -0.7% | -3.0% |
| 30D | +11.3% | -0.4% | +11.7% | +11.3% |
| 3M | +12.3% | +7.7% | +4.6% | +8.3% |
| 6M | +7.2% | +7.0% | +0.2% | +3.0% |
| YTD | +26.0% | -6.4% | +32.4% | +27.4% |
| 1Y | +16.0% | -7.6% | +23.7% | +17.6% |
| 3Y | +73.9% | +43.2% | +30.7% | +40.6% |
| 5Y | +103.8% | +29.6% | +74.2% | +69.1% |
| All | +216.7% | +170.8% | +45.9% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling