-18.9%
EXE vs MCO
+9.9%
-28.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.9% | -7.8% | -2.5% |
| 7D | -4.7% | +10.7% | -15.4% | -3.9% |
| 30D | +1.0% | +17.9% | -16.9% | +2.2% |
| 3M | -5.6% | +9.5% | -15.1% | -4.9% |
| 6M | -12.3% | +18.1% | -30.4% | -11.2% |
| YTD | -19.5% | +4.1% | -23.6% | -19.2% |
| 1Y | -18.9% | +9.3% | -28.2% | -20.3% |
| All | -18.9% | +9.9% | -28.8% | -20.3% |
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