-0.4%
MCO vs APD
+6.0%
-6.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -2.1% |
| 7D | -4.2% | -2.2% | -1.9% | -4.1% |
| 30D | +2.2% | +2.1% | +0.1% | +2.1% |
| 3M | +10.1% | +7.2% | +2.9% | +10.2% |
| 6M | +5.3% | +11.2% | -6.0% | +5.2% |
| YTD | -2.7% | +24.4% | -27.1% | -5.3% |
| 1Y | -0.4% | +6.7% | -7.1% | +3.9% |
| All | -0.4% | +6.0% | -6.4% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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