+43.2%
MCO vs BWA
+70.7%
-27.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.5% |
| 7D | -3.8% | -1.3% | -2.5% | -3.6% |
| 30D | -0.4% | -2.9% | +2.5% | -0.1% |
| 3M | +7.7% | -10.7% | +18.4% | +9.1% |
| 6M | +7.0% | +26.5% | -19.5% | +2.0% |
| YTD | -6.4% | +49.1% | -55.5% | -15.6% |
| 1Y | -7.6% | +52.1% | -59.7% | -17.3% |
| 3Y | +43.2% | +72.6% | -29.3% | +17.2% |
| All | +43.2% | +70.7% | -27.5% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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