+457.8%
MCO vs CP
+257.3%
+200.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +0.5% | +2.1% | -1.6% | -0.7% |
| 30D | +9.8% | +9.3% | +0.5% | +4.7% |
| 3M | +4.3% | +0.5% | +3.8% | +3.9% |
| 6M | +16.5% | +10.4% | +6.0% | +9.9% |
| YTD | +0.1% | +28.7% | -28.5% | -14.3% |
| 1Y | +4.4% | +33.2% | -28.7% | -12.4% |
| 3Y | +51.6% | +38.4% | +13.1% | +20.2% |
| 5Y | +36.7% | +26.2% | +10.5% | +12.4% |
| All | +457.8% | +257.3% | +200.5% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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