+1,719.9%
MCO vs ACWI
+339.1%
+1,380.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +10.0% | -3.3% | +13.3% | +14.1% |
| 3M | +7.0% | -3.4% | +10.4% | +11.1% |
| 6M | +13.7% | +0.8% | +12.9% | +11.4% |
| YTD | +0.6% | +10.7% | -10.1% | -12.3% |
| 1Y | +6.2% | +11.6% | -5.4% | -8.4% |
| 3Y | +51.9% | +73.4% | -21.5% | -23.0% |
| 5Y | +37.5% | +60.2% | -22.7% | -22.6% |
| 10Y | +459.4% | +221.6% | +237.8% | +40.2% |
| All | +1,719.9% | +339.1% | +1,380.7% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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