+7,285.9%
MCO vs EAT
+3,001.3%
+4,284.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.7% |
| 7D | -3.1% | -6.8% | +3.6% | -1.6% |
| 30D | -0.5% | -5.4% | +4.8% | +0.4% |
| 3M | +5.7% | +42.8% | -37.1% | -3.1% |
| 6M | +3.0% | +56.5% | -53.5% | -8.5% |
| YTD | -6.5% | +50.0% | -56.5% | -16.5% |
| 1Y | -5.8% | +38.3% | -44.0% | -14.9% |
| 3Y | +43.1% | +591.6% | -548.5% | -14.6% |
| 5Y | +29.5% | +312.6% | -283.2% | -17.1% |
| 10Y | +388.8% | +381.4% | +7.4% | +149.1% |
| All | +7,285.9% | +3,001.3% | +4,284.7% | +2,055.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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