+43.2%
MCO vs CBOE
+89.1%
-45.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +1.7% |
| 7D | -3.8% | -5.8% | +2.0% | -3.5% |
| 30D | -0.4% | -3.1% | +2.8% | -0.2% |
| 3M | +7.7% | -4.8% | +12.5% | +7.9% |
| 6M | +7.0% | -0.6% | +7.5% | +5.8% |
| YTD | -6.4% | +12.8% | -19.2% | -8.5% |
| 1Y | -7.6% | +19.8% | -27.4% | -10.2% |
| 3Y | +43.2% | +86.9% | -43.7% | +30.5% |
| All | +43.2% | +89.1% | -45.9% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 3y: compounded portfolio wealth divided by compounded CBOE 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…
3y analysis · Full analysis span regression · 6 months rolling