-9.1%
MCO vs CRL
+77.1%
-86.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | -7.3% | -6.9% | -0.4% | -6.2% |
| 30D | -1.7% | -3.2% | +1.5% | -1.2% |
| 3M | +3.9% | +46.5% | -42.6% | -3.7% |
| 6M | +3.8% | +63.1% | -59.3% | -6.5% |
| YTD | -7.9% | +36.9% | -44.8% | -13.3% |
| All | -9.1% | +77.1% | -86.2% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling