+29.5%
MCO vs ACGL
+152.7%
-123.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -3.1% | -2.1% | -1.0% | -2.4% |
| 30D | -0.5% | -2.2% | +1.6% | +0.2% |
| 3M | +5.7% | +6.3% | -0.6% | +3.6% |
| 6M | +3.0% | +0.5% | +2.5% | +2.6% |
| YTD | -6.5% | +0.2% | -6.7% | -7.0% |
| 1Y | -5.8% | +7.3% | -13.0% | -8.6% |
| 3Y | +43.1% | +30.8% | +12.3% | +28.5% |
| 5Y | +29.5% | +155.8% | -126.3% | -12.2% |
| All | +29.5% | +152.7% | -123.2% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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