+6,965.0%
MCO vs EL
+1,648.4%
+5,316.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.8% |
| 7D | -2.7% | +1.7% | -4.4% | -3.3% |
| 30D | +0.9% | +15.5% | -14.5% | -4.4% |
| 3M | +8.7% | +20.6% | -11.9% | +1.2% |
| 6M | +2.4% | +10.5% | -8.0% | -2.9% |
| YTD | -5.2% | -1.9% | -3.3% | -7.7% |
| 1Y | -4.4% | +16.1% | -20.5% | -13.2% |
| 3Y | +45.1% | -30.2% | +75.4% | +45.7% |
| 5Y | +31.5% | -67.4% | +98.9% | +72.4% |
| 10Y | +380.7% | +31.2% | +349.5% | +267.2% |
| All | +6,965.0% | +1,648.4% | +5,316.5% | +2,355.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling