+7,783.8%
MCO vs EXPD
+19,743.0%
-11,959.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -1.7% | +3.6% | -5.3% | -2.8% |
| 30D | +9.1% | +0.3% | +8.9% | +8.9% |
| 3M | +6.2% | +6.1% | +0.2% | +4.0% |
| 6M | +12.6% | +27.4% | -14.7% | +3.7% |
| YTD | -0.2% | +32.0% | -32.2% | -10.0% |
| 1Y | +4.1% | +40.5% | -36.4% | -8.1% |
| 3Y | +50.6% | +75.7% | -25.1% | +22.1% |
| 5Y | +36.2% | +61.7% | -25.5% | +12.6% |
| 10Y | +453.9% | +336.8% | +117.1% | +237.4% |
| All | +7,783.8% | +19,743.0% | -11,959.2% | +2,943.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling