+1,181.1%
MCO vs EFV
+255.9%
+925.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.6% |
| 7D | -3.8% | -0.8% | -3.0% | -3.0% |
| 30D | -0.4% | +0.6% | -1.0% | -0.9% |
| 3M | +7.7% | +7.5% | +0.2% | +0.6% |
| 6M | +7.0% | +13.0% | -6.0% | -5.2% |
| YTD | -6.4% | +18.3% | -24.7% | -21.0% |
| 1Y | -7.6% | +26.7% | -34.4% | -27.1% |
| 3Y | +43.2% | +89.6% | -46.3% | -23.1% |
| 5Y | +29.6% | +98.2% | -68.6% | -33.5% |
| 10Y | +389.2% | +167.4% | +221.8% | +88.5% |
| All | +1,181.1% | +255.9% | +925.2% | +320.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling