+7,173.7%
MCO vs HRB
+991.6%
+6,182.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -7.3% | -12.2% | +4.8% | -3.6% |
| 30D | -1.7% | -3.0% | +1.3% | -1.4% |
| 3M | +3.9% | +21.7% | -17.8% | -3.1% |
| 6M | +3.8% | +52.3% | -48.5% | -10.7% |
| YTD | -7.9% | +6.5% | -14.4% | -11.7% |
| 1Y | -6.8% | -6.7% | -0.2% | -7.2% |
| 3Y | +40.9% | +25.1% | +15.8% | +25.5% |
| 5Y | +27.5% | +113.8% | -86.3% | -6.7% |
| 10Y | +381.4% | +204.8% | +176.6% | +186.0% |
| All | +7,173.7% | +991.6% | +6,182.2% | +2,640.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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