+9.3%
MCO vs PL
-0.6%
+10.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.4% | +11.3% | +4.8% |
| 7D | +10.7% | -11.7% | +22.4% | +10.6% |
| 30D | +17.9% | -27.1% | +45.0% | +17.6% |
| 3M | +9.5% | -44.6% | +54.1% | +9.1% |
| 6M | +18.1% | -67.2% | +85.2% | +17.7% |
| YTD | +4.1% | -35.9% | +40.0% | +0.6% |
| 1Y | +9.3% | -0.4% | +9.7% | +4.7% |
| All | +9.3% | -0.6% | +10.0% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling