+471.9%
MCO vs P
+535.2%
-63.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | +0.5% | +11.6% | -11.1% | -1.5% |
| 30D | +9.8% | -23.7% | +33.5% | +14.0% |
| 3M | +4.3% | -8.0% | +12.2% | +3.7% |
| 6M | +16.5% | +27.9% | -11.4% | +7.1% |
| YTD | +0.1% | +61.2% | -61.0% | -13.2% |
| 1Y | +4.4% | +28.6% | -24.2% | -6.7% |
| 3Y | +51.6% | +200.5% | -148.9% | +3.6% |
| 5Y | +36.7% | +282.9% | -246.3% | -14.4% |
| 10Y | +455.7% | +665.9% | -210.2% | +177.1% |
| All | +471.9% | +535.2% | -63.4% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling