+388.8%
MCO vs CF
+599.7%
-210.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.9% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | -0.5% | +14.3% | -14.8% | -3.1% |
| 3M | +5.7% | +27.9% | -22.2% | +0.6% |
| 6M | +3.0% | +25.5% | -22.5% | -3.1% |
| YTD | -6.5% | +81.2% | -87.7% | -18.9% |
| 1Y | -5.8% | +66.5% | -72.3% | -17.0% |
| 3Y | +43.1% | +76.7% | -33.5% | +21.7% |
| 5Y | +29.5% | +237.8% | -208.4% | -13.1% |
| 10Y | +388.8% | +619.9% | -231.0% | +175.6% |
| All | +388.8% | +599.7% | -210.9% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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