+380.3%
MCO vs DGX
+255.3%
+124.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.9% |
| 7D | -3.8% | -0.9% | -2.9% | -3.4% |
| 30D | -0.4% | -1.2% | +0.8% | +0.1% |
| 3M | +7.7% | +15.8% | -8.0% | +0.7% |
| 6M | +7.0% | +18.2% | -11.2% | -1.0% |
| YTD | -6.4% | +37.2% | -43.6% | -19.8% |
| 1Y | -7.6% | +30.4% | -38.0% | -19.2% |
| 3Y | +43.2% | +96.7% | -53.5% | +0.6% |
| 5Y | +29.6% | +67.2% | -37.6% | -2.8% |
| All | +380.3% | +255.3% | +124.9% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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