+43.2%
MCO vs EQX
+168.9%
-125.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.6% |
| 7D | -3.8% | -3.2% | -0.6% | -3.6% |
| 30D | -0.4% | +7.8% | -8.2% | -0.7% |
| 3M | +7.7% | +21.3% | -13.6% | +6.9% |
| 6M | +7.0% | -22.4% | +29.4% | +7.6% |
| YTD | -6.4% | -11.3% | +4.9% | -6.6% |
| 1Y | -7.6% | +13.5% | -21.1% | -9.2% |
| 3Y | +43.2% | +162.1% | -118.9% | +31.7% |
| All | +43.2% | +168.9% | -125.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling