+459.4%
MCO vs CF
+494.2%
-34.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.5% |
| 7D | +1.4% | +4.8% | -3.4% | +0.4% |
| 30D | +10.0% | +9.7% | +0.3% | +8.0% |
| 3M | +7.0% | +1.2% | +5.8% | +6.3% |
| 6M | +13.7% | +7.4% | +6.3% | +11.0% |
| YTD | +0.6% | +60.5% | -59.9% | -11.4% |
| 1Y | +6.2% | +50.7% | -44.5% | -5.3% |
| 3Y | +51.9% | +64.8% | -12.9% | +29.6% |
| 5Y | +37.5% | +115.8% | -78.3% | +2.6% |
| 10Y | +459.4% | +481.0% | -21.7% | +210.4% |
| All | +459.4% | +494.2% | -34.8% | +210.4% |
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