+380.3%
MCO vs A
+256.4%
+123.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.0% | +0.2% |
| 7D | -3.8% | -2.6% | -1.2% | -2.4% |
| 30D | -0.4% | -0.9% | +0.5% | -0.1% |
| 3M | +7.7% | +13.6% | -5.9% | -0.2% |
| 6M | +7.0% | +27.8% | -20.8% | -8.4% |
| YTD | -6.4% | +8.6% | -15.0% | -12.4% |
| 1Y | -7.6% | +16.9% | -24.5% | -17.8% |
| 3Y | +43.2% | +32.9% | +10.3% | +12.3% |
| 5Y | +29.6% | -14.1% | +43.7% | +31.3% |
| All | +380.3% | +256.4% | +123.8% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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