-9.1%
MCO vs DRI
+1.2%
-10.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -7.3% | -4.8% | -2.5% | -6.5% |
| 30D | -1.7% | -5.2% | +3.5% | -0.9% |
| 3M | +3.9% | +2.7% | +1.2% | +2.9% |
| 6M | +3.8% | +3.6% | +0.2% | +2.4% |
| YTD | -7.9% | +15.4% | -23.3% | -12.0% |
| All | -9.1% | +1.2% | -10.3% | -6.6% |
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