+775.9%
MCO vs CAPR
-99.1%
+874.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | -4.2% | -2.0% | -2.2% | -4.1% |
| 30D | +2.2% | +139.2% | -137.0% | +0.9% |
| 3M | +10.1% | -66.4% | +76.5% | +10.6% |
| 6M | +5.3% | -63.1% | +68.4% | +5.5% |
| YTD | -2.7% | -67.4% | +64.7% | -2.4% |
| 1Y | -0.4% | +58.2% | -58.6% | -5.1% |
| 3Y | +49.0% | +42.2% | +6.8% | +39.6% |
| 5Y | +33.6% | +87.3% | -53.6% | +23.6% |
| 10Y | +395.3% | -75.3% | +470.6% | +340.1% |
| All | +775.9% | -99.1% | +874.9% | +639.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling