+726.9%
MCO vs CNH
+36.2%
+690.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.5% | +3.0% | -2.5% | -0.6% |
| 30D | +9.8% | -0.6% | +10.4% | +9.6% |
| 3M | +4.3% | +14.6% | -10.4% | -1.2% |
| 6M | +16.5% | +11.8% | +4.7% | +10.0% |
| YTD | +0.1% | +30.4% | -30.3% | -11.3% |
| 1Y | +4.4% | +19.1% | -14.6% | -4.9% |
| 3Y | +51.6% | +30.2% | +21.4% | +29.5% |
| 5Y | +36.7% | -17.8% | +54.5% | +32.6% |
| 10Y | +455.7% | +103.9% | +351.7% | +262.8% |
| All | +726.9% | +36.2% | +690.7% | +471.9% |
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 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