+43.2%
MCO vs GNRC
+61.6%
-18.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.3% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | -0.4% | -15.7% | +15.3% | +1.5% |
| 3M | +7.7% | -27.3% | +35.1% | +11.0% |
| 6M | +7.0% | -12.1% | +19.0% | +5.8% |
| YTD | -6.4% | +37.1% | -43.5% | -16.1% |
| 1Y | -7.6% | -0.5% | -7.2% | -11.8% |
| 3Y | +43.2% | +61.5% | -18.3% | +17.0% |
| All | +43.2% | +61.6% | -18.4% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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