+94.2%
MCO vs ABCL
-81.2%
+175.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +0.5% | -3.3% | +3.8% | +0.7% |
| 30D | +9.8% | -7.1% | +16.9% | +10.1% |
| 3M | +4.3% | +4.7% | -0.5% | +3.3% |
| 6M | +16.5% | +140.9% | -124.4% | +7.7% |
| YTD | +0.1% | +236.0% | -235.8% | -10.3% |
| 1Y | +4.4% | +217.4% | -213.0% | -6.2% |
| 3Y | +51.6% | +188.7% | -137.1% | +31.9% |
| 5Y | +36.7% | -23.5% | +60.2% | +26.4% |
| All | +94.2% | -81.2% | +175.4% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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