+28.6%
MCO vs PEG
+36.5%
-7.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | -7.3% | -0.9% | -6.4% | -7.0% |
| 30D | -1.7% | -2.8% | +1.0% | -0.6% |
| 3M | +3.9% | -6.9% | +10.9% | +7.0% |
| 6M | +3.8% | -11.4% | +15.2% | +8.8% |
| YTD | -7.9% | -7.4% | -0.5% | -6.0% |
| 1Y | -6.8% | -8.3% | +1.4% | -4.9% |
| 3Y | +40.9% | +31.5% | +9.4% | +15.8% |
| All | +28.6% | +36.5% | -7.9% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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