+9.3%
MCO vs DD
+49.3%
-40.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +4.9% |
| 7D | +10.7% | +8.7% | +2.0% | +10.4% |
| 30D | +17.9% | +15.3% | +2.6% | +17.3% |
| 3M | +9.5% | +5.9% | +3.5% | +9.2% |
| 6M | +18.1% | +11.6% | +6.5% | +17.5% |
| YTD | +4.1% | +26.5% | -22.4% | -0.6% |
| 1Y | +9.3% | +35.4% | -26.1% | +2.6% |
| All | +9.3% | +49.3% | -40.0% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling