+40.9%
MCO vs GPC
-1.9%
+42.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -7.3% | -1.8% | -5.6% | -6.9% |
| 30D | -1.7% | +0.1% | -1.8% | -1.7% |
| 3M | +3.9% | +37.4% | -33.4% | -4.9% |
| 6M | +3.8% | +25.4% | -21.6% | -2.8% |
| YTD | -7.9% | +12.2% | -20.1% | -12.4% |
| 1Y | -6.8% | -0.3% | -6.5% | -8.0% |
| All | +40.9% | -1.9% | +42.8% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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