+786.0%
MCO vs BR
+1,282.8%
-496.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -7.3% | -6.0% | -1.4% | -3.2% |
| 30D | -1.7% | -0.9% | -0.9% | -1.2% |
| 3M | +3.9% | +16.4% | -12.5% | -7.5% |
| 6M | +3.8% | -8.2% | +12.0% | +8.9% |
| YTD | -7.9% | -23.2% | +15.3% | +9.7% |
| 1Y | -6.8% | -30.9% | +24.1% | +19.6% |
| 3Y | +40.9% | -5.0% | +45.9% | +42.8% |
| 5Y | +27.5% | +8.8% | +18.7% | +15.2% |
| 10Y | +381.4% | +190.1% | +191.3% | +108.6% |
| All | +786.0% | +1,282.8% | -496.8% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling