+380.3%
MCO vs CFG
+316.8%
+63.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.2% |
| 7D | -3.8% | -0.4% | -3.3% | -3.6% |
| 30D | -0.4% | -4.6% | +4.2% | +1.2% |
| 3M | +7.7% | +6.7% | +1.1% | +5.2% |
| 6M | +7.0% | +22.1% | -15.1% | -0.5% |
| YTD | -6.4% | +23.2% | -29.6% | -13.5% |
| 1Y | -7.6% | +40.3% | -47.9% | -18.7% |
| 3Y | +43.2% | +187.9% | -144.6% | -4.1% |
| 5Y | +29.6% | +102.0% | -72.4% | -4.7% |
| All | +380.3% | +316.8% | +63.4% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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