+1,395.7%
MCO vs MKTX
+1,443.5%
-47.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -7.3% | -0.2% | -7.2% | -7.3% |
| 30D | -1.7% | +0.8% | -2.5% | -2.0% |
| 3M | +3.9% | +41.1% | -37.2% | -8.2% |
| 6M | +3.8% | -9.5% | +13.4% | +5.2% |
| YTD | -7.9% | -8.7% | +0.8% | -7.2% |
| 1Y | -6.8% | -10.0% | +3.1% | -5.9% |
| 3Y | +40.9% | -24.6% | +65.5% | +44.9% |
| 5Y | +27.5% | -60.3% | +87.8% | +57.5% |
| 10Y | +381.4% | +5.0% | +376.4% | +326.2% |
| All | +1,395.7% | +1,443.5% | -47.8% | +394.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling