-9.1%
MCO vs ALM
+271.5%
-280.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.6% | +8.1% | -1.5% |
| 7D | -7.3% | -7.1% | -0.2% | -7.3% |
| 30D | -1.7% | +24.7% | -26.4% | -1.7% |
| 3M | +3.9% | +8.3% | -4.4% | +3.8% |
| 6M | +3.8% | -22.2% | +26.0% | +3.8% |
| YTD | -7.9% | +88.1% | -96.0% | -7.8% |
| All | -9.1% | +271.5% | -280.6% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling