+7,389.9%
MCO vs CPB
+172.5%
+7,217.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -3.0% |
| 7D | -2.7% | -8.2% | +5.5% | -0.5% |
| 30D | +0.9% | -5.6% | +6.5% | +2.4% |
| 3M | +8.7% | +3.0% | +5.7% | +7.3% |
| 6M | +2.4% | -12.7% | +15.1% | +5.8% |
| YTD | -5.2% | -18.0% | +12.8% | -0.7% |
| 1Y | -4.4% | -31.7% | +27.4% | +5.3% |
| 3Y | +45.1% | -41.0% | +86.1% | +64.2% |
| 5Y | +31.5% | -38.4% | +69.9% | +44.1% |
| 10Y | +380.7% | -45.0% | +425.7% | +424.6% |
| All | +7,389.9% | +172.5% | +7,217.4% | +5,360.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling