+52.8%
MCO vs PL
+75.7%
-22.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.1% |
| 7D | -3.1% | -13.9% | +10.7% | -2.0% |
| 30D | -0.5% | -25.5% | +24.9% | +1.9% |
| 3M | +5.7% | -44.8% | +50.5% | +10.4% |
| 6M | +3.0% | -33.3% | +36.3% | +3.3% |
| YTD | -6.5% | -12.7% | +6.2% | -9.5% |
| 1Y | -5.8% | +90.9% | -96.7% | -17.4% |
| 3Y | +43.1% | +528.5% | -485.4% | -0.3% |
| 5Y | +29.5% | +72.7% | -43.2% | -5.6% |
| All | +52.8% | +75.7% | -22.9% | +11.3% |
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