+29.0%
MCO vs BTDR
+15.3%
+13.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.3% |
| 7D | -7.3% | -3.2% | -4.1% | -7.2% |
| 30D | -1.7% | +32.7% | -34.4% | -2.7% |
| 3M | +3.9% | -28.4% | +32.3% | +4.5% |
| 6M | +3.8% | +51.7% | -47.9% | +1.1% |
| YTD | -7.9% | +2.9% | -10.8% | -9.3% |
| 1Y | -6.8% | -15.5% | +8.6% | -8.3% |
| 3Y | +40.9% | 0.0% | +40.9% | +32.8% |
| 5Y | +27.5% | +16.5% | +11.0% | +19.7% |
| All | +29.0% | +15.3% | +13.7% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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