+372.6%
MCO vs D
+38.3%
+334.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -7.3% | -1.6% | -5.7% | -6.7% |
| 30D | -1.7% | -3.5% | +1.8% | -0.2% |
| 3M | +3.9% | -1.6% | +5.5% | +4.6% |
| 6M | +3.8% | +5.8% | -2.0% | +0.7% |
| YTD | -7.9% | +14.5% | -22.4% | -14.2% |
| 1Y | -6.8% | +14.2% | -21.0% | -13.4% |
| 3Y | +40.9% | +59.0% | -18.1% | +9.6% |
| 5Y | +27.5% | +5.4% | +22.1% | +20.6% |
| All | +372.6% | +38.3% | +334.3% | +314.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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