+380.3%
MCO vs IRM
+440.8%
-60.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.8% |
| 7D | -3.8% | -1.4% | -2.3% | -3.2% |
| 30D | -0.4% | -7.4% | +7.0% | +2.5% |
| 3M | +7.7% | -7.4% | +15.1% | +10.2% |
| 6M | +7.0% | +8.7% | -1.7% | +1.5% |
| YTD | -6.4% | +40.9% | -47.4% | -21.3% |
| 1Y | -7.6% | +20.5% | -28.2% | -17.4% |
| 3Y | +43.2% | +101.7% | -58.5% | -1.5% |
| 5Y | +29.6% | +197.7% | -168.1% | -25.7% |
| All | +380.3% | +440.8% | -60.5% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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