+7,809.3%
MCO vs ES
+838.4%
+6,970.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +0.5% | +2.7% | -2.2% | -0.6% |
| 30D | +9.8% | +7.6% | +2.2% | +6.6% |
| 3M | +4.3% | +0.5% | +3.8% | +3.9% |
| 6M | +16.5% | +7.6% | +8.9% | +12.9% |
| YTD | +0.1% | +10.2% | -10.1% | -4.5% |
| 1Y | +4.4% | +1.8% | +2.6% | +2.2% |
| 3Y | +51.6% | +55.4% | -3.8% | +23.1% |
| 5Y | +36.7% | +7.3% | +29.4% | +27.8% |
| 10Y | +455.7% | +96.4% | +359.3% | +310.2% |
| All | +7,809.3% | +838.4% | +6,970.9% | +3,561.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling