+372.6%
MCO vs ACM
+131.7%
+240.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -0.8% |
| 7D | -7.3% | -5.9% | -1.4% | -5.0% |
| 30D | -1.7% | -6.2% | +4.5% | +0.5% |
| 3M | +3.9% | -7.9% | +11.8% | +6.4% |
| 6M | +3.8% | -30.6% | +34.4% | +18.7% |
| YTD | -7.9% | -33.3% | +25.4% | +6.3% |
| 1Y | -6.8% | -49.2% | +42.3% | +19.7% |
| 3Y | +40.9% | -23.5% | +64.4% | +49.4% |
| 5Y | +27.5% | +0.9% | +26.6% | +19.4% |
| All | +372.6% | +131.7% | +240.9% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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