+7,291.9%
MCO vs AZO
+11,641.8%
-4,350.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -3.8% | -3.6% | -0.2% | -2.6% |
| 30D | -0.4% | -5.6% | +5.2% | +1.4% |
| 3M | +7.7% | -6.6% | +14.4% | +9.8% |
| 6M | +7.0% | -22.5% | +29.5% | +15.5% |
| YTD | -6.4% | -15.2% | +8.8% | -2.4% |
| 1Y | -7.6% | -33.9% | +26.3% | +4.2% |
| 3Y | +43.2% | +11.8% | +31.4% | +34.6% |
| 5Y | +29.6% | +85.5% | -56.0% | +1.6% |
| 10Y | +389.2% | +298.2% | +91.0% | +193.0% |
| All | +7,291.9% | +11,641.8% | -4,350.0% | +1,937.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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