+43.2%
MCO vs ED
+33.0%
+10.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -3.8% | -0.8% | -3.0% | -3.7% |
| 30D | -0.4% | -0.4% | 0.0% | -0.3% |
| 3M | +7.7% | +0.5% | +7.3% | +7.7% |
| 6M | +7.0% | -3.1% | +10.1% | +7.4% |
| YTD | -6.4% | +9.8% | -16.2% | -8.6% |
| 1Y | -7.6% | +12.6% | -20.2% | -10.5% |
| 3Y | +43.2% | +31.4% | +11.8% | +28.5% |
| All | +43.2% | +33.0% | +10.2% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling