+59.7%
MCO vs NXT
+173.5%
-113.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | -3.8% | -1.9% | -1.9% | -3.7% |
| 30D | -0.4% | -20.0% | +19.6% | +0.4% |
| 3M | +7.7% | -30.7% | +38.5% | +9.1% |
| 6M | +7.0% | -29.0% | +36.0% | +7.5% |
| YTD | -6.4% | -4.8% | -1.6% | -8.2% |
| 1Y | -7.6% | +22.8% | -30.4% | -11.6% |
| 3Y | +43.2% | +93.9% | -50.7% | +27.2% |
| All | +59.7% | +173.5% | -113.8% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling