+372.6%
MCO vs CRL
+249.3%
+123.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.8% |
| 7D | -7.3% | -6.9% | -0.4% | -4.9% |
| 30D | -1.7% | -3.2% | +1.5% | -0.7% |
| 3M | +3.9% | +46.5% | -42.6% | -10.5% |
| 6M | +3.8% | +63.1% | -59.3% | -15.2% |
| YTD | -7.9% | +36.9% | -44.8% | -20.0% |
| 1Y | -6.8% | +78.1% | -85.0% | -27.6% |
| 3Y | +40.9% | +36.7% | +4.3% | +11.5% |
| 5Y | +27.5% | -38.1% | +65.6% | +43.9% |
| All | +372.6% | +249.3% | +123.3% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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