+3,519.5%
MCO vs BG
+1,192.5%
+2,327.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -7.3% | +3.7% | -11.0% | -8.3% |
| 30D | -1.7% | +12.3% | -14.1% | -5.1% |
| 3M | +3.9% | -2.2% | +6.1% | +3.9% |
| 6M | +3.8% | +5.3% | -1.5% | +1.2% |
| YTD | -7.9% | +42.4% | -50.3% | -18.2% |
| 1Y | -6.8% | +55.2% | -62.0% | -19.9% |
| 3Y | +40.9% | +21.0% | +20.0% | +28.1% |
| 5Y | +27.5% | +87.1% | -59.6% | -1.6% |
| 10Y | +381.4% | +169.8% | +211.6% | +209.5% |
| All | +3,519.5% | +1,192.5% | +2,327.0% | +1,949.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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