+0.6%
MCO vs ADVB
-88.9%
+89.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -1.5% |
| 7D | -7.3% | -5.9% | -1.5% | -7.3% |
| 30D | -1.7% | +13.9% | -15.6% | -1.7% |
| 3M | +3.9% | +127.3% | -123.4% | +2.6% |
| 6M | +3.8% | +77.0% | -73.2% | +2.3% |
| YTD | -7.9% | +51.5% | -59.4% | -8.8% |
| 1Y | -6.8% | -11.3% | +4.5% | -6.5% |
| All | +0.6% | -88.9% | +89.6% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling