+43.2%
MCO vs BR
-5.3%
+48.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -3.8% | -3.0% | -0.8% | -1.9% |
| 30D | -0.4% | -0.3% | -0.1% | -0.2% |
| 3M | +7.7% | +17.3% | -9.6% | -3.9% |
| 6M | +7.0% | -6.7% | +13.7% | +11.6% |
| YTD | -6.4% | -23.4% | +17.0% | +12.1% |
| 1Y | -7.6% | -32.7% | +25.0% | +21.1% |
| 3Y | +43.2% | -5.9% | +49.1% | +50.7% |
| All | +43.2% | -5.3% | +48.6% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling