+380.3%
MCO vs CAPR
-78.4%
+458.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -3.8% | -11.0% | +7.2% | -3.6% |
| 30D | -0.4% | +99.8% | -100.2% | -1.5% |
| 3M | +7.7% | -66.6% | +74.3% | +8.2% |
| 6M | +7.0% | -75.1% | +82.1% | +7.8% |
| YTD | -6.4% | -71.0% | +64.6% | -5.9% |
| 1Y | -7.6% | +30.0% | -37.6% | -12.1% |
| 3Y | +43.2% | +29.0% | +14.3% | +32.8% |
| 5Y | +29.6% | +70.8% | -41.2% | +18.1% |
| All | +380.3% | -78.4% | +458.7% | +321.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling