+789.0%
MCO vs ALM
+8,394.4%
-7,605.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.8% | -11.3% | -2.5% |
| 7D | -2.7% | +8.4% | -11.1% | -2.7% |
| 30D | +0.9% | +34.8% | -33.9% | +0.9% |
| 3M | +8.7% | +16.2% | -7.6% | +8.6% |
| 6M | +2.4% | +2.1% | +0.3% | +2.4% |
| YTD | -5.2% | +117.0% | -122.2% | -5.4% |
| 1Y | -4.4% | +313.9% | -318.2% | -4.8% |
| 3Y | +45.1% | +2,327.9% | -2,282.8% | +43.7% |
| 5Y | +31.5% | +1,040.6% | -1,009.2% | +30.3% |
| 10Y | +380.7% | +3,219.4% | -2,838.7% | +375.2% |
| All | +789.0% | +8,394.4% | -7,605.4% | +771.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling