+1,836.9%
MCO vs ITOT
+879.4%
+957.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.7% |
| 7D | -7.3% | -2.0% | -5.3% | -4.9% |
| 30D | -1.7% | -2.0% | +0.2% | +0.8% |
| 3M | +3.9% | +4.5% | -0.6% | -2.0% |
| 6M | +3.8% | +12.6% | -8.8% | -11.3% |
| YTD | -7.9% | +12.0% | -19.9% | -20.7% |
| 1Y | -6.8% | +17.3% | -24.1% | -24.6% |
| 3Y | +40.9% | +75.2% | -34.3% | -31.9% |
| 5Y | +27.5% | +74.0% | -46.5% | -37.9% |
| 10Y | +381.4% | +298.6% | +82.8% | -20.6% |
| All | +1,836.9% | +879.4% | +957.5% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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