+7,173.7%
MCO vs ARWR
-70.9%
+7,244.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -7.3% | -4.3% | -3.0% | -7.3% |
| 30D | -1.7% | -7.3% | +5.6% | -1.6% |
| 3M | +3.9% | +17.0% | -13.1% | +3.7% |
| 6M | +3.8% | +39.8% | -36.0% | +3.5% |
| YTD | -7.9% | +24.7% | -32.6% | -8.1% |
| 1Y | -6.8% | +186.5% | -193.3% | -7.8% |
| 3Y | +40.9% | +176.8% | -135.9% | +39.0% |
| 5Y | +27.5% | +29.3% | -1.8% | +26.3% |
| 10Y | +381.4% | +1,055.9% | -674.5% | +366.4% |
| All | +7,173.7% | -70.9% | +7,244.7% | +6,131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling