+43.2%
MCO vs MDY
+48.5%
-5.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.0% |
| 7D | -3.8% | -1.9% | -1.9% | -2.4% |
| 30D | -0.4% | -4.6% | +4.2% | +3.1% |
| 3M | +7.7% | -1.2% | +9.0% | +8.5% |
| 6M | +7.0% | +9.2% | -2.2% | -0.6% |
| YTD | -6.4% | +13.1% | -19.5% | -15.6% |
| 1Y | -7.6% | +13.0% | -20.6% | -16.9% |
| 3Y | +43.2% | +49.2% | -6.0% | +3.6% |
| All | +43.2% | +48.5% | -5.2% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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