+43.2%
MCO vs GDDY
+30.8%
+12.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.1% | +1.1% |
| 7D | -3.8% | -3.2% | -0.6% | -3.0% |
| 30D | -0.4% | +6.8% | -7.2% | -2.6% |
| 3M | +7.7% | +30.5% | -22.7% | -2.1% |
| 6M | +7.0% | +13.3% | -6.3% | +1.1% |
| YTD | -6.4% | -21.0% | +14.6% | -1.6% |
| 1Y | -7.6% | -34.0% | +26.4% | +2.6% |
| 3Y | +43.2% | +33.1% | +10.2% | +30.1% |
| All | +43.2% | +30.8% | +12.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 3y: compounded portfolio wealth divided by compounded GDDY 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…
3y analysis · Full analysis span regression · 6 months rolling