+1,705.1%
MCO vs ACWI
+341.7%
+1,363.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.0% |
| 7D | -1.7% | +2.7% | -4.4% | -4.8% |
| 30D | +9.1% | -2.6% | +11.7% | +12.3% |
| 3M | +6.2% | -3.2% | +9.4% | +10.0% |
| 6M | +12.6% | +1.9% | +10.8% | +9.0% |
| YTD | -0.2% | +11.3% | -11.5% | -13.6% |
| 1Y | +4.1% | +11.7% | -7.6% | -10.3% |
| 3Y | +50.6% | +74.4% | -23.8% | -24.2% |
| 5Y | +36.2% | +59.5% | -23.2% | -22.9% |
| 10Y | +453.9% | +225.2% | +228.6% | +37.0% |
| All | +1,705.1% | +341.7% | +1,363.4% | +228.8% |
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