+30.7%
MCO vs BUD
+44.8%
-14.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -3.8% | -2.6% | -1.1% | -2.9% |
| 30D | -0.4% | -1.2% | +0.8% | 0.0% |
| 3M | +7.7% | -4.9% | +12.6% | +9.4% |
| 6M | +7.0% | +9.3% | -2.3% | +3.0% |
| YTD | -6.4% | +24.0% | -30.4% | -14.4% |
| 1Y | -7.6% | +34.5% | -42.2% | -18.3% |
| 3Y | +43.2% | +43.7% | -0.4% | +20.1% |
| All | +30.7% | +44.8% | -14.0% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling