+40.9%
MCO vs CFG
+183.3%
-142.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -7.3% | -1.7% | -5.6% | -6.8% |
| 30D | -1.7% | -4.6% | +2.9% | -0.3% |
| 3M | +3.9% | +7.9% | -4.0% | +1.2% |
| 6M | +3.8% | +19.9% | -16.1% | -2.6% |
| YTD | -7.9% | +21.7% | -29.6% | -14.4% |
| 1Y | -6.8% | +38.4% | -45.3% | -17.6% |
| All | +40.9% | +183.3% | -142.3% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling