-9.1%
MCO vs HDB
-37.8%
+28.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -7.3% | -6.2% | -1.1% | -6.4% |
| 30D | -1.7% | -6.2% | +4.5% | -0.7% |
| 3M | +3.9% | -5.9% | +9.8% | +5.4% |
| 6M | +3.8% | -25.9% | +29.7% | +5.6% |
| YTD | -7.9% | -40.2% | +32.3% | -8.5% |
| All | -9.1% | -37.8% | +28.7% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling