+43.2%
MCO vs EXEL
+154.7%
-111.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.9% |
| 7D | -3.8% | -4.9% | +1.1% | -3.2% |
| 30D | -0.4% | +11.4% | -11.8% | -1.7% |
| 3M | +7.7% | +4.9% | +2.8% | +7.0% |
| 6M | +7.0% | +34.4% | -27.4% | +2.8% |
| YTD | -6.4% | +28.0% | -34.4% | -9.6% |
| 1Y | -7.6% | +43.6% | -51.3% | -12.2% |
| 3Y | +43.2% | +155.2% | -112.0% | +28.3% |
| All | +43.2% | +154.7% | -111.5% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling