+5,759.8%
MCO vs EXEL
+264.7%
+5,495.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.2% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | +0.9% | +6.7% | -5.7% | 0.0% |
| 3M | +8.7% | +11.5% | -2.8% | +6.9% |
| 6M | +2.4% | +38.8% | -36.4% | -2.6% |
| YTD | -5.2% | +31.6% | -36.7% | -9.2% |
| 1Y | -4.4% | +53.0% | -57.4% | -10.6% |
| 3Y | +45.1% | +160.8% | -115.7% | +23.8% |
| 5Y | +31.5% | +190.1% | -158.6% | +9.4% |
| 10Y | +380.7% | +367.0% | +13.8% | +249.6% |
| All | +5,759.8% | +264.7% | +5,495.0% | +2,722.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling