+658.3%
MCO vs ALLE
+260.9%
+397.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.7% |
| 7D | -4.2% | -0.2% | -3.9% | -4.1% |
| 30D | +2.2% | -6.8% | +9.0% | +5.9% |
| 3M | +10.1% | +21.0% | -10.9% | -1.4% |
| 6M | +5.3% | +1.1% | +4.2% | +3.2% |
| YTD | -2.7% | -0.5% | -2.2% | -4.5% |
| 1Y | -0.4% | -7.3% | +6.9% | +1.3% |
| 3Y | +49.0% | +42.3% | +6.8% | +17.0% |
| 5Y | +33.6% | +13.5% | +20.2% | +16.7% |
| 10Y | +395.3% | +144.0% | +251.3% | +175.4% |
| All | +658.3% | +260.9% | +397.5% | +255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling