+30.7%
MCO vs ET
+241.8%
-211.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.9% |
| 7D | -3.8% | +0.2% | -4.0% | -3.9% |
| 30D | -0.4% | +2.9% | -3.3% | -1.4% |
| 3M | +7.7% | +16.8% | -9.1% | +2.2% |
| 6M | +7.0% | +18.9% | -11.9% | +0.6% |
| YTD | -6.4% | +37.7% | -44.1% | -16.5% |
| 1Y | -7.6% | +32.4% | -40.1% | -16.6% |
| 3Y | +43.2% | +99.5% | -56.3% | +12.1% |
| All | +30.7% | +241.8% | -211.0% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling