+4,211.2%
MCO vs GPN
+2,494.6%
+1,716.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.2% |
| 7D | -7.3% | -3.5% | -3.8% | -6.0% |
| 30D | -1.7% | +3.1% | -4.8% | -3.1% |
| 3M | +3.9% | +42.3% | -38.4% | -10.8% |
| 6M | +3.8% | +20.9% | -17.1% | -5.2% |
| YTD | -7.9% | +15.2% | -23.1% | -14.8% |
| 1Y | -6.8% | +5.4% | -12.3% | -11.0% |
| 3Y | +40.9% | -27.4% | +68.3% | +51.3% |
| 5Y | +27.5% | -44.2% | +71.7% | +47.5% |
| 10Y | +381.4% | +27.4% | +354.0% | +290.5% |
| All | +4,211.2% | +2,494.6% | +1,716.5% | +1,815.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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