+47.8%
MCO vs PL
+475.2%
-427.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -2.1% |
| 7D | -4.2% | -9.3% | +5.2% | -3.6% |
| 30D | +2.2% | -18.9% | +21.1% | +3.4% |
| 3M | +10.1% | -58.4% | +68.5% | +15.5% |
| 6M | +5.3% | -30.3% | +35.6% | +4.7% |
| YTD | -2.7% | -8.1% | +5.4% | -5.9% |
| 1Y | -0.4% | +180.5% | -180.9% | -14.5% |
| All | +47.8% | +475.2% | -427.4% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling