+859.8%
MCO vs ACM
+252.7%
+607.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +1.4% | +6.6% | -5.2% | -1.5% |
| 30D | +10.0% | +19.8% | -9.8% | +1.5% |
| 3M | +7.0% | -3.1% | +10.2% | +7.6% |
| 6M | +13.7% | -11.5% | +25.2% | +17.7% |
| YTD | +0.6% | -24.7% | +25.3% | +11.2% |
| 1Y | +6.2% | -45.1% | +51.3% | +34.6% |
| 3Y | +51.9% | -8.9% | +60.7% | +50.1% |
| 5Y | +37.5% | +5.4% | +32.1% | +26.3% |
| 10Y | +459.4% | +131.1% | +328.3% | +226.9% |
| All | +859.8% | +252.7% | +607.1% | +279.3% |
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