+372.6%
MCO vs CP
+230.5%
+142.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -0.8% |
| 7D | -7.3% | -2.7% | -4.6% | -6.0% |
| 30D | -1.7% | -3.4% | +1.6% | 0.0% |
| 3M | +3.9% | -0.6% | +4.6% | +4.0% |
| 6M | +3.8% | +6.3% | -2.5% | -0.3% |
| YTD | -7.9% | +21.2% | -29.1% | -18.4% |
| 1Y | -6.8% | +20.0% | -26.9% | -17.4% |
| 3Y | +40.9% | +18.7% | +22.2% | +22.4% |
| 5Y | +27.5% | +34.8% | -7.3% | +0.2% |
| All | +372.6% | +230.5% | +142.0% | +125.0% |
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