+372.6%
MCO vs P
+684.8%
-312.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.9% |
| 7D | -7.3% | -4.1% | -3.2% | -6.6% |
| 30D | -1.7% | -14.0% | +12.3% | +0.8% |
| 3M | +3.9% | +41.4% | -37.5% | -4.4% |
| 6M | +3.8% | +54.2% | -50.4% | -7.5% |
| YTD | -7.9% | +40.4% | -48.3% | -17.0% |
| 1Y | -6.8% | +16.0% | -22.8% | -14.5% |
| 3Y | +40.9% | +140.7% | -99.7% | +0.6% |
| 5Y | +27.5% | +256.3% | -228.8% | -20.3% |
| All | +372.6% | +684.8% | -312.2% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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