+7,285.9%
MCO vs EIX
+1,129.6%
+6,156.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.6% |
| 7D | -3.1% | +4.1% | -7.2% | -4.2% |
| 30D | -0.5% | -15.3% | +14.8% | +2.4% |
| 3M | +5.7% | -18.4% | +24.1% | +9.7% |
| 6M | +3.0% | -16.8% | +19.9% | +6.1% |
| YTD | -6.5% | -0.6% | -5.9% | -8.3% |
| 1Y | -5.8% | +10.7% | -16.4% | -10.3% |
| 3Y | +43.1% | -4.5% | +47.6% | +39.4% |
| 5Y | +29.5% | +24.0% | +5.4% | +17.4% |
| 10Y | +388.8% | +22.9% | +365.9% | +331.2% |
| All | +7,285.9% | +1,129.6% | +6,156.4% | +4,377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling