+27.5%
MCO vs ARWR
+26.4%
+1.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -7.3% | -4.3% | -3.0% | -6.8% |
| 30D | -1.7% | -7.3% | +5.6% | -0.8% |
| 3M | +3.9% | +17.0% | -13.1% | +1.2% |
| 6M | +3.8% | +39.8% | -36.0% | -1.9% |
| YTD | -7.9% | +24.7% | -32.6% | -11.9% |
| 1Y | -6.8% | +186.5% | -193.3% | -22.5% |
| 3Y | +40.9% | +176.8% | -135.9% | +8.7% |
| 5Y | +27.5% | +29.3% | -1.8% | +2.8% |
| All | +27.5% | +26.4% | +1.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling