+13.2%
MCO vs PL
-66.1%
+79.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.4% | -12.3% | -1.1% |
| 7D | +2.4% | -6.8% | +9.2% | +2.0% |
| 30D | +12.5% | -29.3% | +41.8% | +9.8% |
| 3M | +7.1% | -44.8% | +51.9% | +2.9% |
| 6M | +13.2% | -68.4% | +81.6% | +6.0% |
| All | +13.2% | -66.1% | +79.3% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling