+703.0%
MCO vs CNH
+64.7%
+638.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.2% | -3.3% |
| 7D | -4.2% | +23.3% | -27.4% | -10.1% |
| 30D | +2.2% | +33.5% | -31.3% | -6.7% |
| 3M | +10.1% | +32.7% | -22.6% | +0.1% |
| 6M | +5.3% | +22.2% | -16.9% | -2.9% |
| YTD | -2.7% | +57.7% | -60.4% | -17.8% |
| 1Y | -0.4% | +28.0% | -28.4% | -10.4% |
| 3Y | +49.0% | +11.5% | +37.5% | +36.0% |
| 5Y | +33.6% | +11.9% | +21.8% | +18.4% |
| 10Y | +395.3% | +162.8% | +232.5% | +202.2% |
| All | +703.0% | +64.7% | +638.4% | +429.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling