+43.2%
MCO vs BEN
+51.0%
-7.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -3.8% | -3.1% | -0.7% | -2.7% |
| 30D | -0.4% | +0.2% | -0.6% | -0.5% |
| 3M | +7.7% | +6.8% | +0.9% | +5.0% |
| 6M | +7.0% | +38.1% | -31.1% | -5.8% |
| YTD | -6.4% | +44.3% | -50.8% | -19.2% |
| 1Y | -7.6% | +42.6% | -50.2% | -20.1% |
| 3Y | +43.2% | +52.3% | -9.1% | +20.8% |
| All | +43.2% | +51.0% | -7.7% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling