+380.3%
MCO vs ALLE
+158.4%
+221.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.9% |
| 7D | -3.8% | -2.4% | -1.4% | -2.5% |
| 30D | -0.4% | -7.7% | +7.3% | +3.8% |
| 3M | +7.7% | +15.2% | -7.4% | -0.9% |
| 6M | +7.0% | +5.4% | +1.6% | +2.6% |
| YTD | -6.4% | -2.9% | -3.5% | -6.9% |
| 1Y | -7.6% | -12.8% | +5.1% | -2.8% |
| 3Y | +43.2% | +47.2% | -3.9% | +9.9% |
| 5Y | +29.6% | +13.5% | +16.1% | +12.8% |
| All | +380.3% | +158.4% | +221.9% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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