+30.7%
MCO vs BN
+33.2%
-2.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -3.8% | -5.2% | +1.4% | -1.0% |
| 30D | -0.4% | -14.5% | +14.1% | +8.2% |
| 3M | +7.7% | -15.0% | +22.7% | +17.3% |
| 6M | +7.0% | -5.4% | +12.4% | +9.2% |
| YTD | -6.4% | -16.4% | +10.0% | +1.7% |
| 1Y | -7.6% | -16.2% | +8.6% | -0.4% |
| 3Y | +43.2% | +67.5% | -24.3% | +0.6% |
| All | +30.7% | +33.2% | -2.4% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling