+1,536.9%
MCO vs BTG
+371.8%
+1,165.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.3% |
| 7D | -7.3% | -5.5% | -1.9% | -7.0% |
| 30D | -1.7% | +6.1% | -7.8% | -2.1% |
| 3M | +3.9% | +38.6% | -34.7% | +1.5% |
| 6M | +3.8% | +0.7% | +3.1% | +3.2% |
| YTD | -7.9% | +20.3% | -28.2% | -9.8% |
| 1Y | -6.8% | +25.0% | -31.9% | -9.3% |
| 3Y | +40.9% | +97.3% | -56.4% | +31.8% |
| 5Y | +27.5% | +78.3% | -50.8% | +19.2% |
| 10Y | +381.4% | +151.6% | +229.8% | +333.5% |
| All | +1,536.9% | +371.8% | +1,165.1% | +1,072.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling