-6.8%
MCO vs CP
+20.0%
-26.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -1.5% |
| 7D | -7.3% | -2.7% | -4.6% | -7.2% |
| 30D | -1.7% | -3.4% | +1.6% | -1.6% |
| 3M | +3.9% | -0.6% | +4.6% | +4.1% |
| 6M | +3.8% | +6.3% | -2.5% | +4.2% |
| YTD | -7.9% | +21.2% | -29.1% | -7.0% |
| 1Y | -6.8% | +20.0% | -26.9% | -7.6% |
| All | -6.8% | +20.0% | -26.9% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling