+260.5%
MCO vs EQX
+232.0%
+28.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | -3.8% | -3.2% | -0.6% | -3.5% |
| 30D | -0.4% | +7.8% | -8.2% | -1.1% |
| 3M | +7.7% | +21.3% | -13.6% | +5.7% |
| 6M | +7.0% | -22.4% | +29.4% | +8.5% |
| YTD | -6.4% | -11.3% | +4.9% | -6.7% |
| 1Y | -7.6% | +13.5% | -21.1% | -10.5% |
| 3Y | +43.2% | +162.1% | -118.9% | +24.1% |
| 5Y | +29.6% | +84.2% | -54.6% | +11.1% |
| All | +260.5% | +232.0% | +28.5% | +263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling