+1,238.4%
MCO vs CF
+5,948.3%
-4,709.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.3% |
| 7D | -4.2% | +6.0% | -10.2% | -5.6% |
| 30D | +2.2% | +14.8% | -12.7% | -1.5% |
| 3M | +10.1% | +14.1% | -3.9% | +5.9% |
| 6M | +5.3% | +28.5% | -23.3% | -3.6% |
| YTD | -2.7% | +74.9% | -77.7% | -18.2% |
| 1Y | -0.4% | +61.7% | -62.1% | -14.8% |
| 3Y | +49.0% | +80.3% | -31.3% | +20.7% |
| 5Y | +33.6% | +226.0% | -192.3% | -13.6% |
| 10Y | +395.3% | +569.9% | -174.5% | +138.5% |
| All | +1,238.4% | +5,948.3% | -4,709.9% | +250.4% |
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 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