+5,946.3%
MCO vs AU
+751.1%
+5,195.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.2% |
| 7D | -7.3% | -7.0% | -0.3% | -6.7% |
| 30D | -1.7% | +7.3% | -9.0% | -2.4% |
| 3M | +3.9% | +33.2% | -29.3% | +1.1% |
| 6M | +3.8% | -0.6% | +4.4% | +3.1% |
| YTD | -7.9% | +26.2% | -34.1% | -10.9% |
| 1Y | -6.8% | +68.3% | -75.1% | -12.6% |
| 3Y | +40.9% | +592.1% | -551.2% | +14.0% |
| 5Y | +27.5% | +685.3% | -657.8% | +0.5% |
| 10Y | +381.4% | +682.5% | -301.1% | +265.0% |
| All | +5,946.3% | +751.1% | +5,195.2% | +4,518.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling