+380.3%
MCO vs BR
+189.7%
+190.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -3.8% | -3.0% | -0.8% | -1.7% |
| 30D | -0.4% | -0.3% | -0.1% | -0.2% |
| 3M | +7.7% | +17.3% | -9.6% | -4.5% |
| 6M | +7.0% | -6.7% | +13.7% | +11.1% |
| YTD | -6.4% | -23.4% | +17.0% | +11.8% |
| 1Y | -7.6% | -32.7% | +25.0% | +20.8% |
| 3Y | +43.2% | -5.9% | +49.1% | +46.3% |
| 5Y | +29.6% | +8.4% | +21.1% | +17.0% |
| All | +380.3% | +189.7% | +190.6% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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