+372.6%
MCO vs CPB
-45.5%
+418.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.7% |
| 7D | -7.3% | -5.4% | -1.9% | -6.3% |
| 30D | -1.7% | -7.8% | +6.1% | -0.3% |
| 3M | +3.9% | -6.9% | +10.9% | +5.1% |
| 6M | +3.8% | -12.2% | +16.0% | +6.0% |
| YTD | -7.9% | -21.1% | +13.2% | -4.3% |
| 1Y | -6.8% | -33.5% | +26.7% | 0.0% |
| 3Y | +40.9% | -43.2% | +84.1% | +54.8% |
| 5Y | +27.5% | -40.9% | +68.4% | +36.9% |
| All | +372.6% | -45.5% | +418.0% | +409.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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