+30.7%
MCO vs INDA
+5.7%
+25.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.0% |
| 7D | -3.8% | -2.7% | -1.1% | -1.9% |
| 30D | -0.4% | -2.8% | +2.4% | +1.6% |
| 3M | +7.7% | +1.6% | +6.1% | +6.5% |
| 6M | +7.0% | -1.4% | +8.4% | +7.7% |
| YTD | -6.4% | -10.1% | +3.7% | +0.7% |
| 1Y | -7.6% | -8.8% | +1.1% | -2.0% |
| 3Y | +43.2% | +7.6% | +35.6% | +29.9% |
| All | +30.7% | +5.7% | +25.0% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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