+380.3%
MCO vs BBWI
-55.0%
+435.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +0.5% |
| 7D | -3.8% | -4.8% | +1.0% | -3.0% |
| 30D | -0.4% | +3.5% | -3.9% | -1.2% |
| 3M | +7.7% | -0.3% | +8.0% | +7.2% |
| 6M | +7.0% | -5.4% | +12.4% | +6.6% |
| YTD | -6.4% | -4.7% | -1.7% | -7.3% |
| 1Y | -7.6% | -30.5% | +22.8% | -4.3% |
| 3Y | +43.2% | -44.3% | +87.6% | +49.2% |
| 5Y | +29.6% | -66.9% | +96.4% | +43.5% |
| All | +380.3% | -55.0% | +435.2% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling