+457.8%
MCO vs ES
+98.2%
+359.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +0.5% | +2.7% | -2.2% | -0.7% |
| 30D | +9.8% | +7.6% | +2.2% | +6.2% |
| 3M | +4.3% | +0.5% | +3.8% | +3.9% |
| 6M | +16.5% | +7.6% | +8.9% | +12.3% |
| YTD | +0.1% | +10.2% | -10.1% | -5.3% |
| 1Y | +4.4% | +1.8% | +2.6% | +1.8% |
| 3Y | +51.6% | +55.4% | -3.8% | +16.3% |
| 5Y | +36.7% | +7.3% | +29.4% | +26.3% |
| All | +457.8% | +98.2% | +359.6% | +341.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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