+7,285.9%
MCO vs MTB
+3,291.2%
+3,994.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -3.1% | +1.1% | -4.2% | -3.6% |
| 30D | -0.5% | -4.6% | +4.1% | +1.4% |
| 3M | +5.7% | +6.3% | -0.6% | +2.8% |
| 6M | +3.0% | +15.6% | -12.6% | -3.5% |
| YTD | -6.5% | +20.6% | -27.0% | -14.2% |
| 1Y | -5.8% | +22.5% | -28.3% | -14.4% |
| 3Y | +43.1% | +114.4% | -71.3% | -0.3% |
| 5Y | +29.5% | +101.9% | -72.4% | -11.9% |
| 10Y | +388.8% | +170.4% | +218.4% | +158.8% |
| All | +7,285.9% | +3,291.2% | +3,994.7% | +2,139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling