+6,436.5%
MCO vs IRM
+9,623.5%
-3,187.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.8% |
| 7D | -7.3% | -1.8% | -5.5% | -6.8% |
| 30D | -1.7% | -7.8% | +6.0% | +0.8% |
| 3M | +3.9% | -7.9% | +11.8% | +6.2% |
| 6M | +3.8% | +6.3% | -2.5% | +0.3% |
| YTD | -7.9% | +38.2% | -46.1% | -19.2% |
| 1Y | -6.8% | +19.8% | -26.7% | -14.6% |
| 3Y | +40.9% | +98.8% | -57.8% | +6.8% |
| 5Y | +27.5% | +191.8% | -164.3% | -15.8% |
| 10Y | +381.4% | +428.8% | -47.4% | +151.3% |
| All | +6,436.5% | +9,623.5% | -3,187.0% | +2,002.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling