+7,809.4%
MCO vs D
+1,454.3%
+6,355.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.5% | -1.4% | +1.9% | +1.1% |
| 30D | +9.8% | +7.7% | +2.1% | +6.3% |
| 3M | +4.3% | -0.3% | +4.6% | +4.3% |
| 6M | +16.5% | +10.1% | +6.4% | +11.3% |
| YTD | +0.1% | +19.1% | -18.9% | -8.2% |
| 1Y | +4.4% | +15.9% | -11.5% | -3.3% |
| 3Y | +51.6% | +75.0% | -23.4% | +14.7% |
| 5Y | +36.7% | +13.4% | +23.3% | +24.1% |
| 10Y | +455.7% | +47.5% | +408.2% | +338.8% |
| All | +7,809.4% | +1,454.3% | +6,355.1% | +3,047.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling