+5,214.2%
MCO vs BRKR
+172.5%
+5,041.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -3.8% | -8.7% | +4.9% | -2.3% |
| 30D | -0.4% | -9.9% | +9.5% | +1.2% |
| 3M | +7.7% | -3.1% | +10.8% | +7.0% |
| 6M | +7.0% | +45.5% | -38.5% | -1.6% |
| YTD | -6.4% | +13.7% | -20.1% | -10.5% |
| 1Y | -7.6% | +67.4% | -75.1% | -17.9% |
| 3Y | +43.2% | -13.2% | +56.4% | +38.4% |
| 5Y | +29.6% | -39.5% | +69.0% | +32.0% |
| 10Y | +389.2% | +153.5% | +235.8% | +295.0% |
| All | +5,214.2% | +172.5% | +5,041.7% | +3,322.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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