-7.6%
MCO vs BLDR
-57.4%
+49.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.4% |
| 7D | -3.8% | -8.2% | +4.5% | -2.9% |
| 30D | -0.4% | -16.6% | +16.2% | +1.3% |
| 3M | +7.7% | -23.2% | +30.9% | +9.9% |
| 6M | +7.0% | -33.7% | +40.7% | +9.9% |
| YTD | -6.4% | -41.3% | +34.9% | -5.2% |
| 1Y | -7.6% | -58.8% | +51.2% | -1.5% |
| All | -7.6% | -57.4% | +49.8% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 1y: compounded portfolio wealth divided by compounded BLDR 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…
1y analysis · Full analysis span regression · 6 months rolling