+7,809.3%
MCO vs APD
+2,893.5%
+4,915.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.5% | +3.8% | -3.3% | -1.3% |
| 30D | +9.8% | +8.2% | +1.6% | +5.9% |
| 3M | +4.3% | +4.3% | 0.0% | +2.1% |
| 6M | +16.5% | +4.7% | +11.8% | +13.3% |
| YTD | +0.1% | +31.5% | -31.4% | -13.5% |
| 1Y | +4.4% | +23.5% | -19.1% | -7.4% |
| 3Y | +51.6% | +29.1% | +22.5% | +27.9% |
| 5Y | +36.7% | +15.9% | +20.8% | +19.5% |
| 10Y | +455.7% | +191.9% | +263.8% | +209.4% |
| All | +7,809.3% | +2,893.5% | +4,915.9% | +2,037.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling