+28.6%
MCO vs DD
+56.5%
-27.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | -7.3% | -2.9% | -4.4% | -6.4% |
| 30D | -1.7% | -11.5% | +9.8% | +2.4% |
| 3M | +3.9% | -5.4% | +9.3% | +5.6% |
| 6M | +3.8% | -6.9% | +10.7% | +5.3% |
| YTD | -7.9% | +6.9% | -14.8% | -12.4% |
| 1Y | -6.8% | +35.6% | -42.5% | -20.2% |
| 3Y | +40.9% | +42.5% | -1.6% | +14.7% |
| All | +28.6% | +56.5% | -27.9% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling