+7,066.0%
MCO vs DVA
+5,118.1%
+1,947.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -7.3% | -0.2% | -7.1% | -7.3% |
| 30D | -1.7% | +1.7% | -3.4% | -2.0% |
| 3M | +3.9% | -8.7% | +12.6% | +5.0% |
| 6M | +3.8% | +19.7% | -15.8% | +0.1% |
| YTD | -7.9% | +59.6% | -67.5% | -15.8% |
| 1Y | -6.8% | +37.1% | -44.0% | -12.9% |
| 3Y | +40.9% | +89.8% | -48.8% | +23.4% |
| 5Y | +27.5% | +47.4% | -19.9% | +13.7% |
| 10Y | +381.4% | +184.9% | +196.5% | +280.9% |
| All | +7,066.0% | +5,118.1% | +1,947.8% | +4,522.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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