+7,389.9%
MCO vs GEN
+3,643.2%
+3,746.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -2.0% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +0.9% | +2.6% | -1.7% | +0.5% |
| 3M | +8.7% | +15.8% | -7.1% | +5.9% |
| 6M | +2.4% | +33.1% | -30.7% | -2.9% |
| YTD | -5.2% | +11.3% | -16.5% | -7.4% |
| 1Y | -4.4% | +1.7% | -6.0% | -5.2% |
| 3Y | +45.1% | +58.1% | -13.0% | +32.8% |
| 5Y | +31.5% | +20.6% | +10.9% | +24.5% |
| 10Y | +380.7% | +149.0% | +231.7% | +293.6% |
| All | +7,389.9% | +3,643.2% | +3,746.7% | +4,389.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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