+31.5%
MCO vs CF
+222.3%
-190.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.5% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | +0.9% | +18.1% | -17.1% | 0.0% |
| 3M | +8.7% | +23.4% | -14.7% | +7.3% |
| 6M | +2.4% | +17.1% | -14.7% | +0.8% |
| YTD | -5.2% | +76.2% | -81.4% | -10.2% |
| 1Y | -4.4% | +62.3% | -66.6% | -8.8% |
| 3Y | +45.1% | +71.8% | -26.7% | +36.0% |
| 5Y | +31.5% | +234.6% | -203.1% | +9.9% |
| All | +31.5% | +222.3% | -190.8% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling