+35.7%
MCO vs GPC
+4.3%
+31.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | +9.8% | -6.3% | +16.1% | +12.3% |
| 3M | +4.3% | -8.2% | +12.4% | +7.3% |
| 6M | +16.5% | +27.1% | -10.6% | +6.4% |
| YTD | +0.1% | +3.1% | -3.0% | -3.1% |
| 1Y | +4.4% | +0.1% | +4.4% | +2.2% |
| 3Y | +51.6% | +0.2% | +51.4% | +42.3% |
| All | +35.7% | +4.3% | +31.4% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling