+45.1%
MCO vs COMP
+221.9%
-176.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.1% |
| 7D | -2.7% | +4.1% | -6.8% | -3.1% |
| 30D | +0.9% | -14.5% | +15.5% | +2.6% |
| 3M | +8.7% | +41.8% | -33.1% | +4.4% |
| 6M | +2.4% | +23.6% | -21.1% | -0.9% |
| YTD | -5.2% | +1.7% | -6.9% | -6.6% |
| 1Y | -4.4% | +12.6% | -16.9% | -7.3% |
| 3Y | +45.1% | +221.9% | -176.7% | +26.6% |
| All | +45.1% | +221.9% | -176.7% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling