+7,291.9%
MCO vs AFL
+7,188.2%
+103.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | -3.8% | -1.6% | -2.1% | -3.1% |
| 30D | -0.4% | -4.0% | +3.6% | +1.2% |
| 3M | +7.7% | -0.5% | +8.2% | +7.8% |
| 6M | +7.0% | +6.5% | +0.5% | +4.1% |
| YTD | -6.4% | +6.2% | -12.6% | -9.0% |
| 1Y | -7.6% | +8.3% | -15.9% | -10.9% |
| 3Y | +43.2% | +62.5% | -19.3% | +17.0% |
| 5Y | +29.6% | +136.2% | -106.6% | -9.1% |
| 10Y | +389.2% | +301.4% | +87.8% | +172.9% |
| All | +7,291.9% | +7,188.2% | +103.7% | +1,873.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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