+3,882.1%
MCO vs HDB
+3,694.0%
+188.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.4% |
| 7D | -2.7% | -2.0% | -0.7% | -2.0% |
| 30D | +0.9% | -4.9% | +5.8% | +2.7% |
| 3M | +8.7% | -2.3% | +11.0% | +9.2% |
| 6M | +2.4% | -23.7% | +26.1% | +12.0% |
| YTD | -5.2% | -38.5% | +33.3% | +11.7% |
| 1Y | -4.4% | -36.5% | +32.1% | +11.1% |
| 3Y | +45.1% | -28.5% | +73.6% | +58.2% |
| 5Y | +31.5% | -37.4% | +68.9% | +48.1% |
| 10Y | +380.7% | +34.0% | +346.7% | +289.1% |
| All | +3,882.1% | +3,694.0% | +188.1% | +1,360.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling