-0.4%
MCO vs DRI
+6.9%
-7.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -4.2% | +0.6% | -4.7% | -4.3% |
| 30D | +2.2% | +3.8% | -1.7% | +1.3% |
| 3M | +10.1% | +13.0% | -2.9% | +6.9% |
| 6M | +5.3% | +8.3% | -3.1% | +2.9% |
| YTD | -2.7% | +20.6% | -23.4% | -8.0% |
| 1Y | -0.4% | +6.5% | -6.8% | +1.3% |
| All | -0.4% | +6.9% | -7.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling