+380.3%
MCO vs BN
+265.2%
+115.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -3.8% | -5.2% | +1.4% | -0.8% |
| 30D | -0.4% | -14.5% | +14.1% | +8.7% |
| 3M | +7.7% | -15.0% | +22.7% | +17.9% |
| 6M | +7.0% | -5.4% | +12.4% | +9.3% |
| YTD | -6.4% | -16.4% | +10.0% | +2.1% |
| 1Y | -7.6% | -16.2% | +8.6% | -0.1% |
| 3Y | +43.2% | +67.5% | -24.3% | -0.1% |
| 5Y | +29.6% | +34.1% | -4.6% | +1.0% |
| All | +380.3% | +265.2% | +115.1% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling