+8,092.6%
MCO vs MDY
+2,611.4%
+5,481.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.9% |
| 7D | -3.8% | -1.9% | -1.9% | -2.1% |
| 30D | -0.4% | -4.6% | +4.2% | +3.8% |
| 3M | +7.7% | -1.2% | +9.0% | +8.7% |
| 6M | +7.0% | +9.2% | -2.2% | -1.7% |
| YTD | -6.4% | +13.1% | -19.5% | -16.8% |
| 1Y | -7.6% | +13.0% | -20.6% | -18.2% |
| 3Y | +43.2% | +49.2% | -6.0% | -1.7% |
| 5Y | +29.6% | +47.2% | -17.7% | -10.2% |
| 10Y | +389.2% | +176.0% | +213.3% | +91.0% |
| All | +8,092.6% | +2,611.4% | +5,481.2% | +672.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling