+7,389.9%
MCO vs CP
+9,043.4%
-1,653.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -2.7% | +2.4% | -5.1% | -3.7% |
| 30D | +0.9% | -0.5% | +1.5% | +1.1% |
| 3M | +8.7% | +1.4% | +7.3% | +7.8% |
| 6M | +2.4% | +10.3% | -7.9% | -2.3% |
| YTD | -5.2% | +24.3% | -29.5% | -14.5% |
| 1Y | -4.4% | +20.4% | -24.8% | -12.9% |
| 3Y | +45.1% | +21.8% | +23.3% | +29.7% |
| 5Y | +31.5% | +31.5% | 0.0% | +12.6% |
| 10Y | +380.7% | +223.2% | +157.5% | +181.9% |
| All | +7,389.9% | +9,043.4% | -1,653.5% | +1,665.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling