+13.1%
HON vs MCO
+9.9%
+3.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +1.5% |
| 7D | +4.2% | +10.7% | -6.5% | +3.2% |
| 30D | +6.7% | +17.9% | -11.2% | +5.0% |
| 3M | -7.9% | +9.5% | -17.4% | -8.8% |
| 6M | +4.8% | +18.1% | -13.2% | +3.0% |
| YTD | +13.2% | +4.1% | +9.1% | +12.9% |
| 1Y | +13.1% | +9.3% | +3.7% | +10.9% |
| All | +13.1% | +9.9% | +3.2% | +10.9% |
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