+372.6%
MCO vs BUD
-22.8%
+395.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -7.3% | -3.2% | -4.1% | -6.2% |
| 30D | -1.7% | -3.7% | +2.0% | -0.3% |
| 3M | +3.9% | -4.4% | +8.4% | +5.5% |
| 6M | +3.8% | +7.7% | -3.9% | +0.3% |
| YTD | -7.9% | +23.1% | -31.0% | -15.7% |
| 1Y | -6.8% | +33.6% | -40.5% | -17.6% |
| 3Y | +40.9% | +44.7% | -3.8% | +18.4% |
| 5Y | +27.5% | +44.9% | -17.4% | +5.1% |
| All | +372.6% | -22.8% | +395.4% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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