+51.6%
MCO vs CP
+36.4%
+15.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.5% | +2.1% | -1.6% | -0.1% |
| 30D | +9.8% | +9.3% | +0.5% | +7.1% |
| 3M | +4.3% | +0.5% | +3.8% | +4.0% |
| 6M | +16.5% | +10.4% | +6.0% | +13.1% |
| YTD | +0.1% | +28.7% | -28.5% | -7.8% |
| 1Y | +4.4% | +33.2% | -28.7% | -5.1% |
| 3Y | +51.6% | +38.4% | +13.1% | +35.4% |
| All | +51.6% | +36.4% | +15.2% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling