+7,783.8%
MCO vs ACGL
+4,943.5%
+2,840.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -1.7% | -1.2% | -0.5% | -1.3% |
| 30D | +9.1% | +12.8% | -3.7% | +5.1% |
| 3M | +6.2% | +12.3% | -6.0% | +2.4% |
| 6M | +12.6% | +15.8% | -3.2% | +7.4% |
| YTD | -0.2% | +13.9% | -14.1% | -4.7% |
| 1Y | +4.1% | +19.0% | -14.9% | -2.0% |
| 3Y | +50.6% | +33.7% | +17.0% | +35.1% |
| 5Y | +36.2% | +173.4% | -137.2% | -4.2% |
| 10Y | +453.9% | +324.9% | +129.0% | +235.0% |
| All | +7,783.8% | +4,943.5% | +2,840.3% | +3,171.4% |
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