+507.8%
MCO vs CFG
+361.3%
+146.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +0.5% | +3.2% | -2.7% | -0.6% |
| 30D | +9.8% | +5.1% | +4.7% | +7.9% |
| 3M | +4.3% | -11.2% | +15.5% | +8.7% |
| 6M | +16.5% | +9.6% | +6.9% | +12.2% |
| YTD | +0.1% | +15.0% | -14.8% | -5.6% |
| 1Y | +4.4% | +29.9% | -25.4% | -6.0% |
| 3Y | +51.6% | +192.1% | -140.5% | -1.0% |
| 5Y | +36.7% | +62.3% | -25.6% | +7.4% |
| 10Y | +455.7% | +219.2% | +236.5% | +179.4% |
| All | +507.8% | +361.3% | +146.5% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling