+479.5%
MCO vs P
+526.5%
-47.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.1% |
| 7D | -2.5% | -4.7% | +2.2% | -2.0% |
| 30D | +9.4% | -31.4% | +40.9% | +15.7% |
| 3M | +8.3% | -2.6% | +10.9% | +6.6% |
| 6M | +15.4% | +21.9% | -6.6% | +7.0% |
| YTD | +1.5% | +58.9% | -57.5% | -11.8% |
| 1Y | +5.4% | +21.7% | -16.4% | -4.9% |
| 3Y | +53.1% | +193.3% | -140.2% | +5.1% |
| 5Y | +39.4% | +275.1% | -235.7% | -12.3% |
| 10Y | +463.0% | +655.3% | -192.3% | +181.6% |
| All | +479.5% | +526.5% | -47.0% | +182.5% |
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 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