+7,285.9%
MCO vs DD
+690.3%
+6,595.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.3% |
| 7D | -3.1% | -3.8% | +0.6% | -1.7% |
| 30D | -0.5% | -9.2% | +8.7% | +3.3% |
| 3M | +5.7% | -9.0% | +14.7% | +9.4% |
| 6M | +3.0% | -5.0% | +8.0% | +3.9% |
| YTD | -6.5% | +7.4% | -13.9% | -11.0% |
| 1Y | -5.8% | +35.1% | -40.9% | -18.9% |
| 3Y | +43.1% | +43.2% | -0.1% | +17.3% |
| 5Y | +29.5% | +59.6% | -30.2% | -0.4% |
| 10Y | +388.8% | +66.5% | +322.3% | +243.7% |
| All | +7,285.9% | +690.3% | +6,595.6% | +2,437.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling