+31.5%
MCO vs PL
+79.0%
-47.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.3% |
| 7D | -2.7% | -7.5% | +4.8% | -2.1% |
| 30D | +0.9% | -25.6% | +26.5% | +3.4% |
| 3M | +8.7% | -45.6% | +54.3% | +13.7% |
| 6M | +2.4% | -29.5% | +32.0% | +2.1% |
| YTD | -5.2% | -9.7% | +4.5% | -8.4% |
| 1Y | -4.4% | +84.4% | -88.7% | -15.8% |
| 3Y | +45.1% | +550.0% | -504.9% | +0.9% |
| 5Y | +31.5% | +79.0% | -47.5% | -3.3% |
| All | +31.5% | +79.0% | -47.5% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling