+166.9%
MCO vs ALC
+17.1%
+149.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | 0.0% |
| 7D | -7.3% | -7.7% | +0.3% | -3.2% |
| 30D | -1.7% | -11.7% | +10.0% | +5.1% |
| 3M | +3.9% | +0.7% | +3.3% | +3.2% |
| 6M | +3.8% | -17.1% | +20.9% | +13.7% |
| YTD | -7.9% | -15.1% | +7.2% | -0.6% |
| 1Y | -6.8% | -14.1% | +7.3% | -0.5% |
| 3Y | +40.9% | -18.2% | +59.1% | +49.9% |
| 5Y | +27.5% | -19.2% | +46.7% | +33.4% |
| All | +166.9% | +17.1% | +149.8% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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