+7,285.9%
MCO vs ETR
+3,256.7%
+4,029.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | -3.1% | +0.4% | -3.5% | -3.3% |
| 30D | -0.5% | +2.0% | -2.6% | -1.4% |
| 3M | +5.7% | -1.7% | +7.4% | +6.2% |
| 6M | +3.0% | +3.6% | -0.6% | +0.8% |
| YTD | -6.5% | +18.0% | -24.5% | -13.4% |
| 1Y | -5.8% | +26.2% | -32.0% | -15.3% |
| 3Y | +43.1% | +148.0% | -104.9% | -3.3% |
| 5Y | +29.5% | +126.1% | -96.6% | -10.1% |
| 10Y | +388.8% | +302.3% | +86.6% | +172.5% |
| All | +7,285.9% | +3,256.7% | +4,029.2% | +2,862.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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