+7,291.9%
MCO vs MKC
+1,963.0%
+5,328.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -3.8% | -1.5% | -2.3% | -3.2% |
| 30D | -0.4% | -3.1% | +2.7% | +0.8% |
| 3M | +7.7% | +5.2% | +2.5% | +5.3% |
| 6M | +7.0% | -12.8% | +19.8% | +12.0% |
| YTD | -6.4% | -23.3% | +16.9% | +2.1% |
| 1Y | -7.6% | -24.1% | +16.5% | +0.9% |
| 3Y | +43.2% | -32.1% | +75.3% | +61.5% |
| 5Y | +29.6% | -32.8% | +62.4% | +44.7% |
| 10Y | +389.2% | +29.9% | +359.4% | +314.6% |
| All | +7,291.9% | +1,963.0% | +5,328.9% | +3,156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling