+7,581.3%
MCO vs ES
+818.7%
+6,762.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -4.2% | +0.3% | -4.5% | -4.3% |
| 30D | +2.2% | -2.0% | +4.2% | +3.0% |
| 3M | +10.1% | +1.7% | +8.4% | +9.4% |
| 6M | +5.3% | -3.5% | +8.8% | +6.4% |
| YTD | -2.7% | +7.9% | -10.6% | -6.3% |
| 1Y | -0.4% | +17.2% | -17.5% | -7.9% |
| 3Y | +49.0% | +29.3% | +19.7% | +30.0% |
| 5Y | +33.6% | -5.7% | +39.4% | +31.6% |
| 10Y | +395.3% | +85.2% | +310.1% | +273.9% |
| All | +7,581.3% | +818.7% | +6,762.6% | +3,490.2% |
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