+8,273.9%
MCO vs DRI
+7,577.6%
+696.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -4.2% | +0.6% | -4.7% | -4.4% |
| 30D | +2.2% | +3.8% | -1.7% | +0.8% |
| 3M | +10.1% | +13.0% | -2.9% | +5.4% |
| 6M | +5.3% | +8.3% | -3.1% | +1.9% |
| YTD | -2.7% | +20.6% | -23.4% | -9.5% |
| 1Y | -0.4% | +6.5% | -6.8% | -3.6% |
| 3Y | +49.0% | +53.7% | -4.7% | +26.0% |
| 5Y | +33.6% | +72.7% | -39.0% | +7.5% |
| 10Y | +395.3% | +363.2% | +32.2% | +158.6% |
| All | +8,273.9% | +7,577.6% | +696.3% | +2,066.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling