+105.1%
CTVA vs MCO
+28.6%
+76.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | -4.5% | -3.8% | -0.7% | -3.5% |
| 30D | +11.3% | -0.4% | +11.7% | +11.3% |
| 3M | +12.3% | +7.7% | +4.6% | +9.8% |
| 6M | +7.2% | +7.0% | +0.2% | +4.6% |
| YTD | +26.0% | -6.4% | +32.4% | +27.3% |
| 1Y | +16.0% | -7.6% | +23.7% | +17.5% |
| 3Y | +73.9% | +43.2% | +30.7% | +52.7% |
| All | +105.1% | +28.6% | +76.5% | +83.4% |
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