+9.3%
MCO vs CAPR
+47.4%
-38.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.3% | -3.4% | +4.9% |
| 7D | +10.7% | +43.2% | -32.5% | +10.7% |
| 30D | +17.9% | +14.7% | +3.2% | +17.9% |
| 3M | +9.5% | +113.9% | -104.4% | +9.4% |
| 6M | +18.1% | -73.4% | +91.4% | +18.2% |
| YTD | +4.1% | -69.1% | +73.2% | +4.2% |
| 1Y | +9.3% | +47.2% | -37.9% | +8.4% |
| All | +9.3% | +47.4% | -38.1% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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