+7,809.4%
MCO vs ACGL
+4,960.6%
+2,848.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.5% | +2.2% | -1.7% | -0.2% |
| 30D | +9.8% | +12.3% | -2.5% | +5.9% |
| 3M | +4.3% | +11.8% | -7.5% | +0.6% |
| 6M | +16.5% | +17.5% | -1.0% | +10.5% |
| YTD | +0.1% | +14.3% | -14.1% | -4.5% |
| 1Y | +4.4% | +18.2% | -13.7% | -1.4% |
| 3Y | +51.6% | +33.2% | +18.4% | +36.1% |
| 5Y | +36.7% | +174.3% | -137.6% | -4.0% |
| 10Y | +455.7% | +326.3% | +129.4% | +235.8% |
| All | +7,809.4% | +4,960.6% | +2,848.7% | +3,178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling