+30.7%
MCO vs EIX
+20.9%
+9.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | -3.8% | -1.4% | -2.4% | -3.5% |
| 30D | -0.4% | -19.3% | +18.9% | +3.9% |
| 3M | +7.7% | -21.7% | +29.4% | +13.1% |
| 6M | +7.0% | -19.8% | +26.8% | +11.2% |
| YTD | -6.4% | -3.0% | -3.4% | -9.1% |
| 1Y | -7.6% | +5.1% | -12.7% | -13.0% |
| 3Y | +43.2% | -7.0% | +50.2% | +36.8% |
| All | +30.7% | +20.9% | +9.8% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 5y: compounded portfolio wealth divided by compounded EIX 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…
5y analysis · Full analysis span regression · 6 months rolling