+7,285.9%
MCO vs BWA
+3,646.7%
+3,639.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -3.1% | +0.1% | -3.3% | -3.2% |
| 30D | -0.5% | -5.6% | +5.0% | +1.1% |
| 3M | +5.7% | -10.7% | +16.4% | +8.9% |
| 6M | +3.0% | +23.2% | -20.1% | -6.3% |
| YTD | -6.5% | +46.0% | -52.5% | -21.5% |
| 1Y | -5.8% | +51.2% | -56.9% | -22.1% |
| 3Y | +43.1% | +69.6% | -26.4% | +10.2% |
| 5Y | +29.5% | +86.6% | -57.1% | -6.3% |
| 10Y | +388.8% | +152.3% | +236.5% | +190.6% |
| All | +7,285.9% | +3,646.7% | +3,639.2% | +2,126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling