+7,581.3%
MCO vs EXPD
+19,046.3%
-11,465.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -4.2% | -1.1% | -3.0% | -3.8% |
| 30D | +2.2% | +4.1% | -1.9% | +0.9% |
| 3M | +10.1% | +17.9% | -7.8% | +4.2% |
| 6M | +5.3% | +29.2% | -24.0% | -3.7% |
| YTD | -2.7% | +27.4% | -30.1% | -11.1% |
| 1Y | -0.4% | +56.8% | -57.2% | -15.3% |
| 3Y | +49.0% | +68.0% | -19.0% | +22.8% |
| 5Y | +33.6% | +61.9% | -28.2% | +10.5% |
| 10Y | +395.3% | +316.0% | +79.3% | +206.9% |
| All | +7,581.3% | +19,046.3% | -11,465.0% | +2,906.4% |
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