+27.5%
MCO vs HDB
-38.6%
+66.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -7.3% | -6.2% | -1.1% | -5.5% |
| 30D | -1.7% | -6.2% | +4.5% | +0.3% |
| 3M | +3.9% | -5.9% | +9.8% | +5.5% |
| 6M | +3.8% | -25.9% | +29.7% | +13.3% |
| YTD | -7.9% | -40.2% | +32.3% | +7.5% |
| 1Y | -6.8% | -38.0% | +31.1% | +7.1% |
| 3Y | +40.9% | -30.5% | +71.4% | +52.7% |
| 5Y | +27.5% | -38.1% | +65.6% | +39.0% |
| All | +27.5% | -38.6% | +66.1% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling