+88.6%
MCO vs ACI
+21.8%
+66.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.1% |
| 7D | -2.7% | -2.6% | -0.2% | -2.4% |
| 30D | +0.9% | +1.1% | -0.1% | +0.8% |
| 3M | +8.7% | -23.6% | +32.3% | +11.4% |
| 6M | +2.4% | -29.9% | +32.4% | +5.8% |
| YTD | -5.2% | -26.9% | +21.7% | -2.6% |
| 1Y | -4.4% | -34.2% | +29.9% | -0.9% |
| 3Y | +45.1% | -43.6% | +88.7% | +52.3% |
| 5Y | +31.5% | -42.4% | +73.9% | +36.3% |
| All | +88.6% | +21.8% | +66.8% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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