+7,285.9%
MCO vs BN
+15,159.7%
-7,873.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.5% |
| 7D | -3.1% | -3.0% | -0.2% | -1.7% |
| 30D | -0.5% | -13.0% | +12.5% | +6.1% |
| 3M | +5.7% | -15.2% | +20.9% | +14.0% |
| 6M | +3.0% | -5.9% | +8.9% | +5.3% |
| YTD | -6.5% | -15.8% | +9.3% | +0.3% |
| 1Y | -5.8% | -12.2% | +6.4% | -1.4% |
| 3Y | +43.1% | +72.2% | -29.1% | +7.1% |
| 5Y | +29.5% | +33.2% | -3.7% | +7.9% |
| 10Y | +388.8% | +264.7% | +124.2% | +154.5% |
| All | +7,285.9% | +15,159.7% | -7,873.8% | +1,902.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling