+380.3%
MCO vs EME
+1,362.1%
-981.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +0.4% |
| 7D | -3.8% | +3.5% | -7.3% | -4.7% |
| 30D | -0.4% | -6.3% | +5.9% | +1.2% |
| 3M | +7.7% | -3.8% | +11.5% | +7.4% |
| 6M | +7.0% | +8.5% | -1.5% | +1.9% |
| YTD | -6.4% | +27.8% | -34.2% | -16.3% |
| 1Y | -7.6% | +22.2% | -29.9% | -17.6% |
| 3Y | +43.2% | +253.5% | -210.2% | -18.3% |
| 5Y | +29.6% | +578.6% | -549.1% | -43.8% |
| All | +380.3% | +1,362.1% | -981.9% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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