+7,285.9%
MCO vs EFX
+2,840.7%
+4,445.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.4% |
| 7D | -3.1% | -9.4% | +6.2% | +1.4% |
| 30D | -0.5% | -6.9% | +6.3% | +2.8% |
| 3M | +5.7% | +0.1% | +5.6% | +4.9% |
| 6M | +3.0% | -17.3% | +20.4% | +11.5% |
| YTD | -6.5% | -21.8% | +15.3% | +3.3% |
| 1Y | -5.8% | -32.5% | +26.8% | +11.1% |
| 3Y | +43.1% | -12.3% | +55.5% | +43.9% |
| 5Y | +29.5% | -36.6% | +66.1% | +49.5% |
| 10Y | +388.8% | +41.0% | +347.8% | +267.7% |
| All | +7,285.9% | +2,840.7% | +4,445.3% | +2,149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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