+43.2%
MCO vs EFV
+90.2%
-47.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.8% |
| 7D | -3.8% | -0.8% | -3.0% | -3.2% |
| 30D | -0.4% | +0.6% | -1.0% | -0.8% |
| 3M | +7.7% | +7.5% | +0.2% | +2.1% |
| 6M | +7.0% | +13.0% | -6.0% | -2.9% |
| YTD | -6.4% | +18.3% | -24.7% | -18.9% |
| 1Y | -7.6% | +26.7% | -34.4% | -25.0% |
| 3Y | +43.2% | +89.6% | -46.3% | -21.6% |
| All | +43.2% | +90.2% | -47.0% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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