+43.2%
MCO vs MKTX
-25.3%
+68.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -3.8% | -0.2% | -3.5% | -3.7% |
| 30D | -0.4% | +0.7% | -1.1% | -0.5% |
| 3M | +7.7% | +40.8% | -33.1% | +3.1% |
| 6M | +7.0% | -8.0% | +15.0% | +7.9% |
| YTD | -6.4% | -8.7% | +2.3% | -5.6% |
| 1Y | -7.6% | -11.8% | +4.2% | -6.5% |
| 3Y | +43.2% | -24.0% | +67.3% | +42.3% |
| All | +43.2% | -25.3% | +68.5% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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