+7,389.9%
MCO vs DAR
+1,510.6%
+5,879.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -2.7% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | +0.9% | +13.0% | -12.0% | -0.2% |
| 3M | +8.7% | +15.0% | -6.3% | +7.2% |
| 6M | +2.4% | +26.8% | -24.4% | +0.1% |
| YTD | -5.2% | +86.4% | -91.6% | -10.3% |
| 1Y | -4.4% | +115.1% | -119.5% | -10.8% |
| 3Y | +45.1% | +14.6% | +30.5% | +41.0% |
| 5Y | +31.5% | -8.8% | +40.3% | +29.1% |
| 10Y | +380.7% | +356.5% | +24.2% | +314.1% |
| All | +7,389.9% | +1,510.6% | +5,879.3% | +6,345.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling