-7.6%
MCO vs CAG
-18.8%
+11.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -3.8% | -5.7% | +1.9% | -3.0% |
| 30D | -0.4% | -2.4% | +2.0% | -0.1% |
| 3M | +7.7% | +9.8% | -2.1% | +6.7% |
| 6M | +7.0% | -10.8% | +17.8% | +6.9% |
| YTD | -6.4% | -10.8% | +4.4% | -7.7% |
| 1Y | -7.6% | -19.0% | +11.3% | -7.7% |
| All | -7.6% | -18.8% | +11.1% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling