+29.5%
MCO vs FIVE
+35.6%
-6.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.9% |
| 7D | -3.1% | +1.7% | -4.8% | -3.5% |
| 30D | -0.5% | +5.0% | -5.5% | -1.6% |
| 3M | +5.7% | +29.5% | -23.8% | +0.2% |
| 6M | +3.0% | +12.4% | -9.4% | -0.3% |
| YTD | -6.5% | +31.2% | -37.7% | -12.3% |
| 1Y | -5.8% | +72.9% | -78.6% | -16.9% |
| 3Y | +43.1% | +53.0% | -9.9% | +24.3% |
| 5Y | +29.5% | +34.2% | -4.7% | +11.8% |
| All | +29.5% | +35.6% | -6.2% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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