+7,398.7%
MCO vs IVZ
+1,081.7%
+6,317.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -3.1% | +1.2% | -4.3% | -3.5% |
| 30D | -0.5% | +1.8% | -2.3% | -1.2% |
| 3M | +5.7% | +15.7% | -10.0% | +0.1% |
| 6M | +3.0% | +36.3% | -33.3% | -8.0% |
| YTD | -6.5% | +24.9% | -31.4% | -14.2% |
| 1Y | -5.8% | +48.9% | -54.7% | -18.9% |
| 3Y | +43.1% | +136.8% | -93.7% | +2.4% |
| 5Y | +29.5% | +60.0% | -30.5% | +3.3% |
| 10Y | +388.8% | +63.4% | +325.5% | +250.8% |
| All | +7,398.7% | +1,081.7% | +6,317.0% | +2,951.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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