+465.2%
MCO vs DECK
+768.3%
-303.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | -2.5% | -0.8% | -1.7% | -2.3% |
| 30D | +9.4% | +4.9% | +4.6% | +8.1% |
| 3M | +8.3% | -5.8% | +14.1% | +9.8% |
| 6M | +15.4% | -8.6% | +23.9% | +17.4% |
| YTD | +1.5% | -14.7% | +16.2% | +4.0% |
| 1Y | +5.4% | +6.9% | -1.5% | +1.7% |
| 3Y | +53.1% | -16.2% | +69.3% | +46.3% |
| 5Y | +39.4% | +25.3% | +14.1% | +13.3% |
| All | +465.2% | +768.3% | -303.1% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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