-2.6%
MCO vs PLTD
-76.9%
+74.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.5% |
| 7D | -3.8% | +4.2% | -8.0% | -3.2% |
| 30D | -0.4% | +0.7% | -1.1% | -0.1% |
| 3M | +7.7% | -32.4% | +40.1% | +4.0% |
| 6M | +7.0% | -26.2% | +33.2% | +5.0% |
| YTD | -6.4% | -17.0% | +10.6% | -6.3% |
| 1Y | -7.6% | -26.7% | +19.0% | -8.9% |
| All | -2.6% | -76.9% | +74.3% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling