+6.9%
MCO vs NYT
+11.3%
-4.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | +5.4% | -5.5% | +11.0% | +6.5% |
| 30D | +13.9% | +2.7% | +11.2% | +13.4% |
| 3M | +6.7% | +0.5% | +6.2% | +6.2% |
| 6M | +13.9% | -14.6% | +28.4% | +15.8% |
| YTD | +1.6% | -4.4% | +6.0% | +2.4% |
| 1Y | +6.9% | +15.2% | -8.3% | +5.9% |
| All | +6.9% | +11.3% | -4.5% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling