+7,291.9%
MCO vs BRO
+10,830.2%
-3,538.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -3.8% | -7.3% | +3.6% | -0.6% |
| 30D | -0.4% | -6.9% | +6.5% | +2.6% |
| 3M | +7.7% | +10.7% | -2.9% | +2.8% |
| 6M | +7.0% | -2.7% | +9.7% | +7.5% |
| YTD | -6.4% | -16.3% | +9.9% | -0.1% |
| 1Y | -7.6% | -29.1% | +21.4% | +5.4% |
| 3Y | +43.2% | -7.8% | +51.1% | +44.8% |
| 5Y | +29.6% | +18.7% | +10.8% | +16.8% |
| 10Y | +389.2% | +291.9% | +97.3% | +186.8% |
| All | +7,291.9% | +10,830.2% | -3,538.3% | +2,928.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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