+28.6%
MCO vs IRM
+191.5%
-162.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.8% |
| 7D | -7.3% | -1.8% | -5.5% | -6.7% |
| 30D | -1.7% | -7.8% | +6.0% | +1.1% |
| 3M | +3.9% | -7.9% | +11.8% | +6.4% |
| 6M | +3.8% | +6.3% | -2.5% | -0.9% |
| YTD | -7.9% | +38.2% | -46.1% | -22.6% |
| 1Y | -6.8% | +19.8% | -26.7% | -17.0% |
| 3Y | +40.9% | +98.8% | -57.8% | -8.8% |
| All | +28.6% | +191.5% | -162.8% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling