+30.7%
MCO vs AU
+686.2%
-655.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -3.8% | -4.3% | +0.5% | -3.4% |
| 30D | -0.4% | +7.3% | -7.7% | -1.0% |
| 3M | +7.7% | +26.3% | -18.6% | +5.6% |
| 6M | +7.0% | +1.8% | +5.2% | +6.1% |
| YTD | -6.4% | +26.8% | -33.2% | -9.4% |
| 1Y | -7.6% | +66.7% | -74.3% | -13.5% |
| 3Y | +43.2% | +579.1% | -535.8% | +10.0% |
| All | +30.7% | +686.2% | -655.5% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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