+380.3%
MCO vs CAG
-36.2%
+416.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -3.8% | -5.7% | +1.9% | -2.4% |
| 30D | -0.4% | -2.4% | +2.0% | +0.1% |
| 3M | +7.7% | +9.8% | -2.1% | +5.2% |
| 6M | +7.0% | -10.8% | +17.8% | +9.4% |
| YTD | -6.4% | -10.8% | +4.4% | -4.8% |
| 1Y | -7.6% | -19.0% | +11.3% | -4.0% |
| 3Y | +43.2% | -39.7% | +82.9% | +58.5% |
| 5Y | +29.6% | -43.0% | +72.5% | +43.9% |
| All | +380.3% | -36.2% | +416.4% | +410.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling