-7.6%
MCO vs MKC
-23.2%
+15.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -3.8% | -1.5% | -2.3% | -3.7% |
| 30D | -0.4% | -3.1% | +2.7% | -0.2% |
| 3M | +7.7% | +5.2% | +2.5% | +8.0% |
| 6M | +7.0% | -12.8% | +19.8% | +6.3% |
| YTD | -6.4% | -23.3% | +16.9% | -6.4% |
| 1Y | -7.6% | -24.1% | +16.5% | -8.1% |
| All | -7.6% | -23.2% | +15.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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