+690.6%
MCO vs AR
-27.2%
+717.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | -4.2% | +2.5% | -6.7% | -4.4% |
| 30D | +2.2% | +14.8% | -12.6% | +0.8% |
| 3M | +10.1% | +6.2% | +3.9% | +9.3% |
| 6M | +5.3% | +4.3% | +1.0% | +4.5% |
| YTD | -2.7% | +14.4% | -17.1% | -4.5% |
| 1Y | -0.4% | +21.3% | -21.7% | -2.9% |
| 3Y | +49.0% | +39.8% | +9.2% | +41.7% |
| 5Y | +33.6% | +142.1% | -108.4% | +19.2% |
| 10Y | +395.3% | +52.0% | +343.3% | +307.9% |
| All | +690.6% | -27.2% | +717.8% | +599.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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