+29.5%
MCO vs P
+274.2%
-244.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.8% |
| 7D | -3.1% | +5.0% | -8.2% | -3.8% |
| 30D | -0.5% | -0.9% | +0.4% | -0.8% |
| 3M | +5.7% | +38.7% | -33.0% | -0.5% |
| 6M | +3.0% | +54.4% | -51.4% | -5.7% |
| YTD | -6.5% | +44.8% | -51.3% | -14.1% |
| 1Y | -5.8% | +22.5% | -28.3% | -12.7% |
| 3Y | +43.1% | +148.2% | -105.1% | +3.5% |
| 5Y | +29.5% | +268.9% | -239.4% | -20.5% |
| All | +29.5% | +274.2% | -244.7% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling