+380.3%
MCO vs IBN
+324.2%
+56.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.2% | +1.0% |
| 7D | -3.8% | -3.0% | -0.8% | -2.8% |
| 30D | -0.4% | -1.5% | +1.1% | 0.0% |
| 3M | +7.7% | +7.9% | -0.2% | +5.1% |
| 6M | +7.0% | +8.6% | -1.6% | +4.0% |
| YTD | -6.4% | -0.6% | -5.9% | -6.6% |
| 1Y | -7.6% | -7.3% | -0.3% | -5.9% |
| 3Y | +43.2% | +26.2% | +17.0% | +31.0% |
| 5Y | +29.6% | +57.8% | -28.3% | +9.8% |
| All | +380.3% | +324.2% | +56.0% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling