+4.1%
MCO vs CF
+53.7%
-49.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.5% |
| 7D | -1.7% | +5.4% | -7.1% | -1.1% |
| 30D | +9.1% | +6.5% | +2.6% | +10.1% |
| 3M | +6.2% | +4.6% | +1.6% | +7.1% |
| 6M | +12.6% | -3.3% | +15.9% | +12.5% |
| YTD | -0.2% | +63.9% | -64.1% | +6.4% |
| 1Y | +4.1% | +50.4% | -46.4% | +11.6% |
| All | +4.1% | +53.7% | -49.6% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling