+132.3%
HON vs MCO
+393.6%
-261.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.7% |
| 7D | -3.5% | -3.8% | +0.3% | -1.8% |
| 30D | -13.8% | -0.4% | -13.4% | -13.7% |
| 3M | -11.7% | +7.7% | -19.4% | -15.2% |
| 6M | -18.7% | +7.0% | -25.7% | -22.0% |
| YTD | +0.2% | -6.4% | +6.6% | +1.5% |
| 1Y | -3.1% | -7.6% | +4.6% | -1.5% |
| 3Y | +17.0% | +43.2% | -26.3% | -6.1% |
| 5Y | +2.0% | +29.6% | -27.5% | -16.0% |
| All | +132.3% | +393.6% | -261.3% | +2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling