+7,173.7%
MCO vs DTE
+2,408.5%
+4,765.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -0.8% |
| 7D | -7.3% | -2.0% | -5.3% | -6.3% |
| 30D | -1.7% | -2.4% | +0.7% | -0.5% |
| 3M | +3.9% | -7.3% | +11.2% | +8.0% |
| 6M | +3.8% | -7.6% | +11.5% | +7.6% |
| YTD | -7.9% | +5.8% | -13.7% | -11.7% |
| 1Y | -6.8% | +2.3% | -9.2% | -9.2% |
| 3Y | +40.9% | +45.0% | -4.1% | +12.5% |
| 5Y | +27.5% | +33.2% | -5.7% | +5.6% |
| 10Y | +381.4% | +141.4% | +240.0% | +180.6% |
| All | +7,173.7% | +2,408.5% | +4,765.3% | +1,553.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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