+372.6%
MCO vs DAR
+375.1%
-2.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | -7.3% | +0.9% | -8.3% | -7.6% |
| 30D | -1.7% | +6.4% | -8.1% | -3.5% |
| 3M | +3.9% | +13.2% | -9.3% | 0.0% |
| 6M | +3.8% | +26.2% | -22.4% | -3.3% |
| YTD | -7.9% | +84.4% | -92.3% | -22.7% |
| 1Y | -6.8% | +112.0% | -118.9% | -25.3% |
| 3Y | +40.9% | +13.4% | +27.6% | +29.7% |
| 5Y | +27.5% | -6.0% | +33.5% | +19.2% |
| All | +372.6% | +375.1% | -2.5% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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