+245.6%
MCO vs NTR
+98.7%
+146.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +0.9% | -0.9% |
| 7D | -7.3% | -2.5% | -4.9% | -6.7% |
| 30D | -1.7% | +17.0% | -18.7% | -5.7% |
| 3M | +3.9% | +22.2% | -18.3% | -1.7% |
| 6M | +3.8% | +5.2% | -1.4% | +1.3% |
| YTD | -7.9% | +29.7% | -37.6% | -15.9% |
| 1Y | -6.8% | +39.4% | -46.2% | -17.2% |
| 3Y | +40.9% | +38.2% | +2.8% | +23.2% |
| 5Y | +27.5% | +47.6% | -20.1% | -1.2% |
| All | +245.6% | +98.7% | +146.9% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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