+95.2%
EXE vs MCO
+26.6%
+68.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -2.2% | -7.3% | +5.1% | -0.4% |
| 30D | -0.8% | -1.7% | +0.9% | -0.5% |
| 3M | +10.0% | +3.9% | +6.1% | +8.5% |
| 6M | -6.3% | +3.8% | -10.1% | -7.8% |
| YTD | -10.7% | -7.9% | -2.8% | -9.5% |
| 1Y | +2.7% | -6.8% | +9.5% | +3.4% |
| 3Y | +19.1% | +40.9% | -21.8% | +3.2% |
| All | +95.2% | +26.6% | +68.6% | +64.3% |
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 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