-4.9%
EQT vs MCO
+9.9%
-14.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.9% | -8.1% | -3.1% |
| 7D | -6.6% | +10.7% | -17.3% | -6.5% |
| 30D | +2.7% | +17.9% | -15.2% | +2.7% |
| 3M | -0.2% | +9.5% | -9.6% | -0.1% |
| 6M | -10.6% | +18.1% | -28.6% | -10.7% |
| YTD | -1.2% | +4.1% | -5.3% | -1.0% |
| 1Y | -4.9% | +9.3% | -14.2% | -7.6% |
| All | -4.9% | +9.9% | -14.8% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling