+30.7%
MCO vs GNRC
-58.7%
+89.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.1% |
| 7D | -3.8% | -0.2% | -3.6% | -3.7% |
| 30D | -0.4% | -15.7% | +15.3% | +2.7% |
| 3M | +7.7% | -27.3% | +35.1% | +13.2% |
| 6M | +7.0% | -12.1% | +19.0% | +6.7% |
| YTD | -6.4% | +37.1% | -43.5% | -16.6% |
| 1Y | -7.6% | -0.5% | -7.2% | -11.9% |
| 3Y | +43.2% | +61.5% | -18.3% | +17.1% |
| All | +30.7% | -58.7% | +89.4% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling