+7,013.3%
MCO vs DGX
+8,631.6%
-1,618.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.0% |
| 7D | -7.3% | -3.5% | -3.9% | -6.3% |
| 30D | -1.7% | -2.7% | +1.0% | -0.9% |
| 3M | +3.9% | +13.9% | -10.0% | -0.4% |
| 6M | +3.8% | +16.0% | -12.2% | -1.2% |
| YTD | -7.9% | +34.9% | -42.8% | -16.7% |
| 1Y | -6.8% | +30.6% | -37.4% | -15.1% |
| 3Y | +40.9% | +93.0% | -52.1% | +12.7% |
| 5Y | +27.5% | +64.4% | -36.9% | +6.5% |
| 10Y | +381.4% | +248.1% | +133.3% | +218.6% |
| All | +7,013.3% | +8,631.6% | -1,618.3% | +2,834.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling