-9.1%
MCO vs BUD
+33.7%
-42.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -7.3% | -3.2% | -4.1% | -6.9% |
| 30D | -1.7% | -3.7% | +2.0% | -1.3% |
| 3M | +3.9% | -4.4% | +8.4% | +4.4% |
| 6M | +3.8% | +7.7% | -3.9% | +2.6% |
| YTD | -7.9% | +23.1% | -31.0% | -10.1% |
| All | -9.1% | +33.7% | -42.8% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling