+463.0%
MCO vs EXPD
+337.7%
+125.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | -0.6% |
| 7D | -2.5% | -1.6% | -1.0% | -1.8% |
| 30D | +9.4% | +0.6% | +8.8% | +8.8% |
| 3M | +8.3% | +9.8% | -1.5% | +2.9% |
| 6M | +15.4% | +25.8% | -10.4% | +1.9% |
| YTD | +1.5% | +31.3% | -29.8% | -13.9% |
| 1Y | +5.4% | +40.9% | -35.6% | -14.2% |
| 3Y | +53.1% | +74.7% | -21.6% | +7.1% |
| 5Y | +39.4% | +62.9% | -23.5% | -0.6% |
| 10Y | +463.0% | +334.3% | +128.7% | +147.9% |
| All | +463.0% | +337.7% | +125.3% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling