+40.9%
MCO vs CNH
+6.3%
+34.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.1% |
| 7D | -7.3% | -2.5% | -4.9% | -7.0% |
| 30D | -1.7% | +27.0% | -28.7% | -5.1% |
| 3M | +3.9% | +32.6% | -28.7% | -0.6% |
| 6M | +3.8% | +23.6% | -19.8% | 0.0% |
| YTD | -7.9% | +47.8% | -55.7% | -15.5% |
| 1Y | -6.8% | +21.3% | -28.1% | -10.7% |
| All | +40.9% | +6.3% | +34.7% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling