+372.6%
MCO vs ED
+109.0%
+263.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -7.3% | -1.9% | -5.5% | -6.6% |
| 30D | -1.7% | +0.1% | -1.8% | -1.7% |
| 3M | +3.9% | 0.0% | +3.9% | +3.8% |
| 6M | +3.8% | -2.5% | +6.3% | +4.5% |
| YTD | -7.9% | +10.1% | -18.0% | -12.1% |
| 1Y | -6.8% | +13.6% | -20.4% | -12.5% |
| 3Y | +40.9% | +32.4% | +8.5% | +21.7% |
| 5Y | +27.5% | +69.9% | -42.4% | -2.3% |
| All | +372.6% | +109.0% | +263.5% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling