+7,809.3%
MCO vs CP
+9,367.0%
-1,557.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.5% | +2.1% | -1.6% | -0.4% |
| 30D | +9.8% | +9.3% | +0.5% | +5.8% |
| 3M | +4.3% | +0.5% | +3.8% | +4.0% |
| 6M | +16.5% | +10.4% | +6.0% | +11.4% |
| YTD | +0.1% | +28.7% | -28.5% | -11.1% |
| 1Y | +4.4% | +33.2% | -28.7% | -8.7% |
| 3Y | +51.6% | +38.4% | +13.1% | +28.3% |
| 5Y | +36.7% | +26.2% | +10.5% | +19.2% |
| 10Y | +455.7% | +258.4% | +197.3% | +213.0% |
| All | +7,809.3% | +9,367.0% | -1,557.6% | +1,736.7% |
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 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