+380.3%
MCO vs BTG
+159.3%
+221.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -3.8% | -3.8% | 0.0% | -3.4% |
| 30D | -0.4% | +3.6% | -4.0% | -0.8% |
| 3M | +7.7% | +32.0% | -24.3% | +4.8% |
| 6M | +7.0% | +3.4% | +3.6% | +5.9% |
| YTD | -6.4% | +20.8% | -27.2% | -9.2% |
| 1Y | -7.6% | +22.4% | -30.1% | -11.0% |
| 3Y | +43.2% | +91.7% | -48.5% | +29.6% |
| 5Y | +29.6% | +79.0% | -49.4% | +16.8% |
| All | +380.3% | +159.3% | +221.0% | +335.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling