+1,271.3%
MCO vs CF
+5,315.1%
-4,043.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | +2.4% | -3.2% | +5.6% | +3.0% |
| 30D | +12.5% | +4.3% | +8.1% | +11.0% |
| 3M | +7.1% | +2.8% | +4.3% | +5.6% |
| 6M | +13.2% | +0.6% | +12.6% | +11.5% |
| YTD | -0.4% | +56.6% | -57.0% | -14.3% |
| 1Y | +5.8% | +49.6% | -43.8% | -8.0% |
| 3Y | +55.4% | +61.5% | -6.1% | +29.0% |
| 5Y | +36.3% | +124.0% | -87.6% | -2.4% |
| 10Y | +468.9% | +573.2% | -104.2% | +172.7% |
| All | +1,271.3% | +5,315.1% | -4,043.9% | +267.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling