+7,389.9%
MCO vs M
+330.5%
+7,059.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.9% |
| 7D | -2.7% | +2.4% | -5.1% | -3.3% |
| 30D | +0.9% | -11.6% | +12.6% | +3.8% |
| 3M | +8.7% | +1.6% | +7.1% | +7.8% |
| 6M | +2.4% | +25.2% | -22.8% | -3.8% |
| YTD | -5.2% | +3.8% | -8.9% | -7.3% |
| 1Y | -4.4% | +36.3% | -40.7% | -13.0% |
| 3Y | +45.1% | +116.3% | -71.2% | +10.8% |
| 5Y | +31.5% | +28.2% | +3.3% | +5.3% |
| 10Y | +380.7% | -3.4% | +384.1% | +231.2% |
| All | +7,389.9% | +330.5% | +7,059.4% | +2,852.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling