+35.7%
MCO vs CAPR
+172.3%
-136.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.3% | +0.4% |
| 7D | +0.5% | +5.9% | -5.4% | +0.4% |
| 30D | +9.8% | +44.6% | -34.8% | +9.5% |
| 3M | +4.3% | +126.4% | -122.1% | +3.5% |
| 6M | +16.5% | -68.6% | +85.0% | +16.8% |
| YTD | +0.1% | -67.0% | +67.1% | +0.3% |
| 1Y | +4.4% | +65.2% | -60.7% | +0.8% |
| 3Y | +51.6% | +235.6% | -184.0% | +34.8% |
| All | +35.7% | +172.3% | -136.6% | +21.9% |
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