+5,238.8%
MCO vs BB
+261.2%
+4,977.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -3.1% | +1.8% | -5.0% | -3.3% |
| 30D | -0.5% | -12.2% | +11.7% | +0.7% |
| 3M | +5.7% | -12.3% | +18.0% | +6.1% |
| 6M | +3.0% | +122.7% | -119.7% | -7.2% |
| YTD | -6.5% | +104.5% | -111.0% | -15.0% |
| 1Y | -5.8% | +106.7% | -112.4% | -14.8% |
| 3Y | +43.1% | +70.0% | -26.8% | +27.8% |
| 5Y | +29.5% | -27.8% | +57.2% | +23.8% |
| 10Y | +388.8% | +2.4% | +386.4% | +305.5% |
| All | +5,238.8% | +261.2% | +4,977.6% | +4,382.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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