+1,327.4%
MCO vs CG
+341.4%
+986.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.6% |
| 7D | -2.7% | -1.3% | -1.5% | -2.2% |
| 30D | +0.9% | -3.2% | +4.1% | +2.1% |
| 3M | +8.7% | +6.2% | +2.5% | +5.5% |
| 6M | +2.4% | -4.7% | +7.1% | +3.3% |
| YTD | -5.2% | -20.6% | +15.5% | +2.5% |
| 1Y | -4.4% | -26.4% | +22.0% | +5.6% |
| 3Y | +45.1% | +55.4% | -10.3% | +12.6% |
| 5Y | +31.5% | +9.8% | +21.7% | +12.6% |
| 10Y | +380.7% | +341.4% | +39.4% | +137.4% |
| All | +1,327.4% | +341.4% | +986.1% | +560.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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