+48.8%
MCO vs ALLE
+50.7%
-1.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.5% |
| 7D | -4.2% | -0.2% | -3.9% | -4.1% |
| 30D | +2.2% | -6.8% | +9.0% | +4.6% |
| 3M | +10.1% | +21.0% | -10.9% | +2.3% |
| 6M | +5.3% | +1.1% | +4.2% | +4.5% |
| YTD | -2.7% | -0.5% | -2.2% | -3.7% |
| 1Y | -0.4% | -7.3% | +6.9% | +1.5% |
| All | +48.8% | +50.7% | -1.9% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling