+43.1%
MCO vs ES
+30.3%
+12.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -0.5% | -1.0% | +0.5% | -0.3% |
| 3M | +5.7% | +1.5% | +4.2% | +5.3% |
| 6M | +3.0% | -3.5% | +6.5% | +3.8% |
| YTD | -6.5% | +7.0% | -13.5% | -8.5% |
| 1Y | -5.8% | +15.3% | -21.1% | -10.8% |
| All | +43.1% | +30.3% | +12.8% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling