+7,389.9%
MCO vs CAG
+277.2%
+7,112.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.0% |
| 7D | -2.7% | -5.3% | +2.6% | -1.1% |
| 30D | +0.9% | +1.0% | 0.0% | +0.5% |
| 3M | +8.7% | +17.4% | -8.7% | +2.9% |
| 6M | +2.4% | -16.8% | +19.2% | +7.9% |
| YTD | -5.2% | -6.8% | +1.6% | -4.3% |
| 1Y | -4.4% | -15.4% | +11.0% | -0.7% |
| 3Y | +45.1% | -37.1% | +82.2% | +63.5% |
| 5Y | +31.5% | -41.3% | +72.7% | +49.4% |
| 10Y | +380.7% | -35.5% | +416.2% | +399.1% |
| All | +7,389.9% | +277.2% | +7,112.7% | +4,524.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling