+73.8%
MCO vs COMP
-52.0%
+125.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +0.5% | 0.0% | +0.5% | +0.4% |
| 30D | +9.8% | +16.6% | -6.7% | +7.3% |
| 3M | +4.3% | -23.5% | +27.8% | +7.5% |
| 6M | +16.5% | +25.7% | -9.3% | +11.8% |
| YTD | +0.1% | -3.4% | +3.6% | -1.7% |
| 1Y | +4.4% | +7.6% | -3.1% | +0.9% |
| 3Y | +51.6% | +423.6% | -372.0% | +11.0% |
| 5Y | +36.7% | -10.6% | +47.3% | +9.7% |
| All | +73.8% | -52.0% | +125.7% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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