+45.1%
MCO vs LII
+1.5%
+43.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | -2.7% | +2.1% | -4.8% | -3.2% |
| 30D | +0.9% | -12.4% | +13.4% | +4.0% |
| 3M | +8.7% | -24.8% | +33.5% | +14.7% |
| 6M | +2.4% | -25.2% | +27.6% | +7.6% |
| YTD | -5.2% | -20.3% | +15.1% | -3.3% |
| 1Y | -4.4% | -32.9% | +28.6% | +3.4% |
| All | +45.1% | +1.5% | +43.6% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 3y: compounded portfolio wealth divided by compounded LII 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…
3y analysis · Full analysis span regression · 6 months rolling