+7,285.9%
MCO vs BBWI
+805.7%
+6,480.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | +0.2% |
| 7D | -3.1% | -4.4% | +1.3% | -2.1% |
| 30D | -0.5% | -7.4% | +6.9% | +1.0% |
| 3M | +5.7% | -2.2% | +7.9% | +5.4% |
| 6M | +3.0% | -16.3% | +19.3% | +5.5% |
| YTD | -6.5% | -9.1% | +2.7% | -6.8% |
| 1Y | -5.8% | -34.5% | +28.8% | +0.2% |
| 3Y | +43.1% | -47.0% | +90.1% | +52.3% |
| 5Y | +29.5% | -68.8% | +98.3% | +51.0% |
| 10Y | +388.8% | -57.4% | +446.2% | +327.3% |
| All | +7,285.9% | +805.7% | +6,480.3% | +2,287.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling