+7.0%
MCO vs ET
+21.1%
-14.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.5% |
| 7D | -3.8% | +0.2% | -4.0% | -3.7% |
| 30D | -0.4% | +2.9% | -3.3% | 0.0% |
| 3M | +7.7% | +16.8% | -9.1% | +9.4% |
| 6M | +7.0% | +18.9% | -11.9% | +9.9% |
| All | +7.0% | +21.1% | -14.1% | +9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling