+380.3%
MCO vs DG
+101.8%
+278.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | -3.8% | -6.5% | +2.7% | -2.3% |
| 30D | -0.4% | +4.2% | -4.6% | -1.4% |
| 3M | +7.7% | +9.5% | -1.8% | +5.3% |
| 6M | +7.0% | -13.1% | +20.1% | +9.8% |
| YTD | -6.4% | -4.8% | -1.6% | -6.0% |
| 1Y | -7.6% | +20.6% | -28.2% | -12.5% |
| 3Y | +43.2% | +4.9% | +38.3% | +34.1% |
| 5Y | +29.6% | -37.9% | +67.4% | +42.6% |
| All | +380.3% | +101.8% | +278.5% | +271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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