+7,173.7%
MCO vs PEG
+2,237.6%
+4,936.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.4% |
| 7D | -7.3% | -0.9% | -6.4% | -7.0% |
| 30D | -1.7% | -2.8% | +1.0% | -0.5% |
| 3M | +3.9% | -6.9% | +10.9% | +7.1% |
| 6M | +3.8% | -11.4% | +15.2% | +8.9% |
| YTD | -7.9% | -7.4% | -0.5% | -5.7% |
| 1Y | -6.8% | -8.3% | +1.4% | -4.5% |
| 3Y | +40.9% | +31.5% | +9.4% | +21.6% |
| 5Y | +27.5% | +38.0% | -10.5% | +7.1% |
| 10Y | +381.4% | +148.3% | +233.1% | +210.0% |
| All | +7,173.7% | +2,237.6% | +4,936.1% | +2,749.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling