+380.3%
MCO vs HBM
+619.2%
-238.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -3.8% | -3.3% | -0.5% | -3.4% |
| 30D | -0.4% | -4.8% | +4.4% | +0.1% |
| 3M | +7.7% | -0.4% | +8.2% | +6.9% |
| 6M | +7.0% | +17.9% | -10.9% | +2.4% |
| YTD | -6.4% | +33.7% | -40.1% | -13.0% |
| 1Y | -7.6% | +95.6% | -103.2% | -19.7% |
| 3Y | +43.2% | +458.1% | -414.9% | +1.1% |
| 5Y | +29.6% | +329.0% | -299.4% | -8.4% |
| All | +380.3% | +619.2% | -238.9% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling