+7,285.9%
MCO vs BEN
+1,560.1%
+5,725.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | -3.1% | +3.4% | -6.5% | -4.6% |
| 30D | -0.5% | +1.8% | -2.3% | -1.3% |
| 3M | +5.7% | +8.4% | -2.7% | +1.8% |
| 6M | +3.0% | +35.6% | -32.6% | -10.3% |
| YTD | -6.5% | +46.4% | -52.8% | -21.4% |
| 1Y | -5.8% | +46.3% | -52.1% | -21.0% |
| 3Y | +43.1% | +54.6% | -11.5% | +14.0% |
| 5Y | +29.5% | +39.4% | -9.9% | +5.6% |
| 10Y | +388.8% | +57.6% | +331.3% | +247.4% |
| All | +7,285.9% | +1,560.1% | +5,725.8% | +2,961.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling