+43.2%
MCO vs BTG
+94.8%
-51.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -3.8% | -3.8% | 0.0% | -3.5% |
| 30D | -0.4% | +3.6% | -4.0% | -0.6% |
| 3M | +7.7% | +32.0% | -24.3% | +5.9% |
| 6M | +7.0% | +3.4% | +3.6% | +6.3% |
| YTD | -6.4% | +20.8% | -27.2% | -8.3% |
| 1Y | -7.6% | +22.4% | -30.1% | -10.3% |
| 3Y | +43.2% | +91.7% | -48.5% | +28.7% |
| All | +43.2% | +94.8% | -51.6% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling