+2.3%
MCO vs ADVB
-89.8%
+92.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.5% | +9.1% | +1.6% |
| 7D | -3.8% | -12.3% | +8.5% | -3.8% |
| 30D | -0.4% | +7.8% | -8.2% | -0.4% |
| 3M | +7.7% | +104.2% | -96.5% | +6.4% |
| 6M | +7.0% | +58.1% | -51.1% | +5.6% |
| YTD | -6.4% | +40.2% | -46.6% | -7.3% |
| 1Y | -7.6% | -16.1% | +8.4% | -7.4% |
| All | +2.3% | -89.8% | +92.0% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded ADVB 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling