+43.1%
MCO vs APD
+6.4%
+36.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -3.1% | -4.6% | +1.4% | -2.1% |
| 30D | -0.5% | -4.2% | +3.7% | +0.4% |
| 3M | +5.7% | +5.0% | +0.7% | +4.4% |
| 6M | +3.0% | +8.9% | -5.9% | +0.5% |
| YTD | -6.5% | +21.9% | -28.4% | -12.2% |
| 1Y | -5.8% | +5.6% | -11.3% | -7.5% |
| All | +43.1% | +6.4% | +36.7% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling