+456.0%
MCO vs CF
+478.3%
-22.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | -1.7% | +5.4% | -7.1% | -2.6% |
| 30D | +9.1% | +6.5% | +2.6% | +7.7% |
| 3M | +6.2% | +4.6% | +1.6% | +4.8% |
| 6M | +12.6% | -3.3% | +15.9% | +12.4% |
| YTD | -0.2% | +63.9% | -64.1% | -12.5% |
| 1Y | +4.1% | +50.4% | -46.4% | -7.1% |
| 3Y | +50.6% | +68.2% | -17.6% | +28.1% |
| 5Y | +36.2% | +113.8% | -77.6% | +2.2% |
| All | +456.0% | +478.3% | -22.3% | +205.6% |
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