-7.6%
MCO vs M
+34.0%
-41.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +0.9% |
| 7D | -3.8% | -4.2% | +0.4% | -3.5% |
| 30D | -0.4% | -7.2% | +6.8% | +0.1% |
| 3M | +7.7% | -11.1% | +18.9% | +8.5% |
| 6M | +7.0% | +28.8% | -21.8% | +5.1% |
| YTD | -6.4% | +2.0% | -8.4% | -6.9% |
| 1Y | -7.6% | +31.3% | -38.9% | -7.7% |
| All | -7.6% | +34.0% | -41.7% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling