+28.6%
MCO vs MTB
+103.4%
-74.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -7.3% | -0.4% | -6.9% | -7.2% |
| 30D | -1.7% | -4.6% | +2.9% | -0.3% |
| 3M | +3.9% | +7.4% | -3.5% | +1.6% |
| 6M | +3.8% | +18.7% | -14.9% | -1.7% |
| YTD | -7.9% | +21.1% | -29.0% | -13.5% |
| 1Y | -6.8% | +24.1% | -30.9% | -13.3% |
| 3Y | +40.9% | +115.3% | -74.4% | +11.0% |
| All | +28.6% | +103.4% | -74.8% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling