+1,455.8%
MCO vs FIVE
+868.1%
+587.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -3.2% |
| 7D | -4.2% | +4.3% | -8.4% | -5.1% |
| 30D | +2.2% | +12.5% | -10.3% | -0.6% |
| 3M | +10.1% | +31.2% | -21.1% | +3.3% |
| 6M | +5.3% | +14.4% | -9.1% | +0.9% |
| YTD | -2.7% | +33.9% | -36.6% | -10.0% |
| 1Y | -0.4% | +65.1% | -65.4% | -12.7% |
| 3Y | +49.0% | +49.0% | +0.1% | +26.0% |
| 5Y | +33.6% | +30.3% | +3.3% | +13.0% |
| 10Y | +395.3% | +481.1% | -85.8% | +193.3% |
| All | +1,455.8% | +868.1% | +587.6% | +709.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling