+804.5%
MCO vs ACM
+228.1%
+576.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +0.9% | -12.9% | +13.9% | +6.6% |
| 3M | +8.7% | -6.4% | +15.1% | +10.7% |
| 6M | +2.4% | -29.2% | +31.6% | +17.4% |
| YTD | -5.2% | -29.9% | +24.8% | +8.5% |
| 1Y | -4.4% | -47.3% | +42.9% | +23.2% |
| 3Y | +45.1% | -19.6% | +64.7% | +52.1% |
| 5Y | +31.5% | +5.5% | +26.0% | +20.5% |
| 10Y | +380.7% | +129.7% | +251.0% | +180.2% |
| All | +804.5% | +228.1% | +576.4% | +270.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling