+58.9%
MCO vs PL
+84.9%
-26.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -2.0% |
| 7D | -4.2% | -9.3% | +5.2% | -3.4% |
| 30D | +2.2% | -18.9% | +21.1% | +3.9% |
| 3M | +10.1% | -58.4% | +68.5% | +17.6% |
| 6M | +5.3% | -30.3% | +35.6% | +5.1% |
| YTD | -2.7% | -8.1% | +5.4% | -6.2% |
| 1Y | -0.4% | +180.5% | -180.9% | -17.3% |
| 3Y | +49.0% | +444.1% | -395.1% | +6.2% |
| 5Y | +33.6% | +83.0% | -49.4% | -3.4% |
| All | +58.9% | +84.9% | -26.0% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling