+43.1%
MCO vs M
+106.8%
-63.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.9% |
| 7D | -3.1% | -4.1% | +0.9% | -2.7% |
| 30D | -0.5% | -13.6% | +13.1% | +1.2% |
| 3M | +5.7% | -2.3% | +8.0% | +5.8% |
| 6M | +3.0% | +21.9% | -18.9% | +0.1% |
| YTD | -6.5% | -0.6% | -5.9% | -7.0% |
| 1Y | -5.8% | +29.7% | -35.5% | -9.7% |
| All | +43.1% | +106.8% | -63.6% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling