+2,356.0%
MCO vs DG
+560.3%
+1,795.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.8% |
| 7D | -3.1% | -4.8% | +1.7% | -2.1% |
| 30D | -0.5% | +1.8% | -2.3% | -1.0% |
| 3M | +5.7% | +14.5% | -8.8% | +2.2% |
| 6M | +3.0% | -13.6% | +16.6% | +5.9% |
| YTD | -6.5% | -4.8% | -1.6% | -6.1% |
| 1Y | -5.8% | +21.6% | -27.3% | -11.1% |
| 3Y | +43.1% | +4.5% | +38.6% | +33.7% |
| 5Y | +29.5% | -38.5% | +67.9% | +38.9% |
| 10Y | +388.8% | +102.2% | +286.6% | +277.1% |
| All | +2,356.0% | +560.3% | +1,795.7% | +1,345.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling