+7,291.9%
MCO vs GWW
+7,728.9%
-437.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.3% |
| 7D | -3.8% | -3.4% | -0.4% | -2.3% |
| 30D | -0.4% | -1.9% | +1.5% | +0.4% |
| 3M | +7.7% | -2.4% | +10.1% | +8.5% |
| 6M | +7.0% | +15.7% | -8.7% | -0.5% |
| YTD | -6.4% | +27.6% | -34.0% | -17.3% |
| 1Y | -7.6% | +27.2% | -34.8% | -18.5% |
| 3Y | +43.2% | +89.7% | -46.4% | +4.3% |
| 5Y | +29.6% | +223.9% | -194.4% | -27.1% |
| 10Y | +389.2% | +567.1% | -177.9% | +86.7% |
| All | +7,291.9% | +7,728.9% | -437.1% | +1,084.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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