+63.6%
MCO vs PL
+40.9%
+22.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | +0.5% | +10.0% | -9.5% | -0.3% |
| 30D | +9.8% | -2.3% | +12.1% | +9.7% |
| 3M | +4.3% | -44.2% | +48.5% | +8.9% |
| 6M | +16.5% | -66.1% | +82.6% | +25.6% |
| YTD | +0.1% | -30.0% | +30.1% | -1.7% |
| 1Y | +4.4% | +21.0% | -16.6% | -4.2% |
| 3Y | +51.6% | +516.5% | -464.9% | +4.3% |
| 5Y | +36.7% | +32.0% | +4.6% | +3.0% |
| All | +63.6% | +40.9% | +22.7% | +20.8% |
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