+714.0%
MCO vs AR
-28.5%
+742.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.5% | +7.4% | -6.9% | -0.2% |
| 30D | +9.8% | +5.8% | +4.1% | +9.1% |
| 3M | +4.3% | +5.2% | -0.9% | +3.6% |
| 6M | +16.5% | +5.4% | +11.0% | +15.5% |
| YTD | +0.1% | +12.4% | -12.3% | -1.6% |
| 1Y | +4.4% | +12.8% | -8.4% | +2.4% |
| 3Y | +51.6% | +47.2% | +4.4% | +43.4% |
| 5Y | +36.7% | +101.1% | -64.5% | +23.9% |
| 10Y | +455.7% | +57.6% | +398.1% | +355.4% |
| All | +714.0% | -28.5% | +742.5% | +619.6% |
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