+28.6%
MCO vs BWA
+84.5%
-55.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -7.3% | -0.1% | -7.3% | -7.3% |
| 30D | -1.7% | -5.5% | +3.8% | -0.7% |
| 3M | +3.9% | -7.6% | +11.5% | +5.2% |
| 6M | +3.8% | +25.0% | -21.2% | -3.5% |
| YTD | -7.9% | +47.0% | -54.9% | -20.0% |
| 1Y | -6.8% | +54.0% | -60.8% | -20.6% |
| 3Y | +40.9% | +70.7% | -29.7% | +12.7% |
| All | +28.6% | +84.5% | -55.9% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling