+7,581.3%
MCO vs APD
+2,730.6%
+4,850.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.7% |
| 7D | -4.2% | -2.2% | -1.9% | -3.2% |
| 30D | +2.2% | +2.1% | +0.1% | +1.1% |
| 3M | +10.1% | +7.2% | +2.9% | +6.1% |
| 6M | +5.3% | +11.2% | -6.0% | -0.9% |
| YTD | -2.7% | +24.4% | -27.1% | -13.7% |
| 1Y | -0.4% | +6.7% | -7.1% | -5.6% |
| 3Y | +49.0% | +9.2% | +39.8% | +35.4% |
| 5Y | +33.6% | +27.4% | +6.3% | +11.5% |
| 10Y | +395.3% | +164.8% | +230.5% | +188.5% |
| All | +7,581.3% | +2,730.6% | +4,850.7% | +2,031.8% |
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