+380.3%
MCO vs EL
+26.1%
+354.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.4% |
| 7D | -3.8% | -6.5% | +2.7% | -1.7% |
| 30D | -0.4% | +11.1% | -11.5% | -4.2% |
| 3M | +7.7% | +10.7% | -3.0% | +3.6% |
| 6M | +7.0% | +6.9% | +0.1% | +2.9% |
| YTD | -6.4% | -6.3% | -0.1% | -7.3% |
| 1Y | -7.6% | +13.5% | -21.1% | -15.3% |
| 3Y | +43.2% | -33.1% | +76.3% | +48.5% |
| 5Y | +29.6% | -68.8% | +98.3% | +88.1% |
| All | +380.3% | +26.1% | +354.1% | +262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling