+7,389.9%
MCO vs ED
+1,855.5%
+5,534.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.9% |
| 7D | -2.7% | +0.5% | -3.3% | -2.9% |
| 30D | +0.9% | +1.1% | -0.1% | +0.4% |
| 3M | +8.7% | +4.6% | +4.0% | +6.5% |
| 6M | +2.4% | -2.0% | +4.4% | +2.9% |
| YTD | -5.2% | +11.7% | -16.9% | -10.5% |
| 1Y | -4.4% | +15.7% | -20.1% | -11.3% |
| 3Y | +45.1% | +34.4% | +10.8% | +23.8% |
| 5Y | +31.5% | +67.3% | -35.8% | +0.5% |
| 10Y | +380.7% | +104.0% | +276.7% | +224.7% |
| All | +7,389.9% | +1,855.5% | +5,534.4% | +2,581.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling