+27.5%
MCO vs CAPR
+66.0%
-38.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.5% |
| 7D | -7.3% | -10.6% | +3.2% | -7.3% |
| 30D | -1.7% | +111.2% | -112.9% | -2.3% |
| 3M | +3.9% | -67.2% | +71.2% | +4.2% |
| 6M | +3.8% | -75.1% | +79.0% | +4.3% |
| YTD | -7.9% | -71.2% | +63.3% | -7.6% |
| 1Y | -6.8% | +31.1% | -38.0% | -9.9% |
| 3Y | +40.9% | +31.3% | +9.6% | +30.2% |
| 5Y | +27.5% | +69.4% | -41.9% | +15.0% |
| All | +27.5% | +66.0% | -38.5% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling