+64.4%
MCO vs PL
+45.6%
+18.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.4% | +5.6% | -4.2% | +0.8% |
| 30D | +10.0% | -16.9% | +27.0% | +11.3% |
| 3M | +7.0% | -38.2% | +45.3% | +10.8% |
| 6M | +13.7% | -63.4% | +77.1% | +21.7% |
| YTD | +0.6% | -27.6% | +28.3% | -1.5% |
| 1Y | +6.2% | +6.6% | -0.3% | -1.1% |
| 3Y | +51.9% | +557.6% | -505.7% | +3.8% |
| 5Y | +37.5% | +39.5% | -2.0% | +2.4% |
| All | +64.4% | +45.6% | +18.8% | +21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling