-4.2%
MCO vs PLTD
-76.7%
+72.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.2% |
| 7D | -7.3% | +9.9% | -17.2% | -6.2% |
| 30D | -1.7% | +3.8% | -5.5% | -1.0% |
| 3M | +3.9% | -32.3% | +36.2% | +0.3% |
| 6M | +3.8% | -25.9% | +29.7% | +2.0% |
| YTD | -7.9% | -16.4% | +8.5% | -7.7% |
| 1Y | -6.8% | -25.2% | +18.3% | -7.9% |
| All | -4.2% | -76.7% | +72.5% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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