+28.6%
MCO vs HBM
+329.7%
-301.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.5% | +6.0% | -0.6% |
| 7D | -7.3% | -3.7% | -3.6% | -6.9% |
| 30D | -1.7% | -3.7% | +2.0% | -1.4% |
| 3M | +3.9% | +8.0% | -4.1% | +2.1% |
| 6M | +3.8% | +15.8% | -12.0% | 0.0% |
| YTD | -7.9% | +34.4% | -42.3% | -14.2% |
| 1Y | -6.8% | +98.2% | -105.0% | -19.2% |
| 3Y | +40.9% | +476.6% | -435.6% | -3.3% |
| All | +28.6% | +329.7% | -301.1% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling