+455.4%
MCO vs P
+485.4%
-30.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.4% |
| 7D | -4.2% | +6.5% | -10.7% | -5.3% |
| 30D | +2.2% | +18.8% | -16.6% | -1.7% |
| 3M | +10.1% | +26.7% | -16.6% | +3.7% |
| 6M | +5.3% | +62.2% | -56.9% | -6.7% |
| YTD | -2.7% | +48.5% | -51.2% | -13.0% |
| 1Y | -0.4% | +26.4% | -26.8% | -9.8% |
| 3Y | +49.0% | +159.4% | -110.4% | +6.7% |
| 5Y | +33.6% | +275.8% | -242.2% | -14.8% |
| 10Y | +395.3% | +732.0% | -336.7% | +149.1% |
| All | +455.4% | +485.4% | -30.0% | +179.0% |
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