+7,581.3%
MCO vs D
+1,412.4%
+6,168.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -4.2% | +1.5% | -5.6% | -4.7% |
| 30D | +2.2% | -2.6% | +4.8% | +3.3% |
| 3M | +10.1% | 0.0% | +10.1% | +10.0% |
| 6M | +5.3% | +7.4% | -2.1% | +1.5% |
| YTD | -2.7% | +15.9% | -18.6% | -9.7% |
| 1Y | -0.4% | +18.1% | -18.5% | -8.6% |
| 3Y | +49.0% | +58.4% | -9.3% | +17.6% |
| 5Y | +33.6% | +5.2% | +28.4% | +25.4% |
| 10Y | +395.3% | +35.9% | +359.5% | +305.1% |
| All | +7,581.3% | +1,412.4% | +6,168.9% | +2,995.7% |
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