+372.6%
MCO vs CNH
+157.1%
+215.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.7% |
| 7D | -7.3% | -2.5% | -4.9% | -6.7% |
| 30D | -1.7% | +27.0% | -28.7% | -8.9% |
| 3M | +3.9% | +32.6% | -28.7% | -5.6% |
| 6M | +3.8% | +23.6% | -19.8% | -4.7% |
| YTD | -7.9% | +47.8% | -55.7% | -20.9% |
| 1Y | -6.8% | +21.3% | -28.1% | -15.0% |
| 3Y | +40.9% | +7.0% | +34.0% | +30.1% |
| 5Y | +27.5% | +10.2% | +17.3% | +12.8% |
| All | +372.6% | +157.1% | +215.5% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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