+29.8%
ECL vs MCO
+28.6%
+1.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.0% |
| 7D | -1.1% | -3.8% | +2.7% | +0.6% |
| 30D | -0.8% | -0.4% | -0.4% | -0.7% |
| 3M | +5.0% | +7.7% | -2.7% | +1.4% |
| 6M | +0.2% | +7.0% | -6.7% | -3.4% |
| YTD | +5.8% | -6.4% | +12.2% | +7.7% |
| 1Y | +1.5% | -7.6% | +9.2% | +3.8% |
| 3Y | +55.0% | +43.2% | +11.8% | +20.3% |
| All | +29.8% | +28.6% | +1.1% | -1.7% |
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 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