+1,225.8%
MCO vs BLDR
+380.2%
+845.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | -3.1% | -2.7% | -0.5% | -2.7% |
| 30D | -0.5% | -14.7% | +14.2% | +2.4% |
| 3M | +5.7% | -20.8% | +26.5% | +9.7% |
| 6M | +3.0% | -35.3% | +38.4% | +10.6% |
| YTD | -6.5% | -40.3% | +33.9% | +1.3% |
| 1Y | -5.8% | -56.3% | +50.5% | +8.0% |
| 3Y | +43.1% | -56.1% | +99.2% | +58.8% |
| 5Y | +29.5% | +12.9% | +16.6% | +16.9% |
| 10Y | +388.8% | +386.5% | +2.4% | +214.5% |
| All | +1,225.8% | +380.2% | +845.6% | +469.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling