+28.6%
MCO vs EXEL
+187.2%
-158.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -7.3% | -2.9% | -4.4% | -6.9% |
| 30D | -1.7% | +11.9% | -13.6% | -3.6% |
| 3M | +3.9% | +9.2% | -5.3% | +2.2% |
| 6M | +3.8% | +39.1% | -35.3% | -2.4% |
| YTD | -7.9% | +31.0% | -38.9% | -12.7% |
| 1Y | -6.8% | +52.3% | -59.2% | -14.3% |
| 3Y | +40.9% | +159.7% | -118.8% | +13.2% |
| All | +28.6% | +187.2% | -158.5% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling