+7,173.7%
MCO vs PPG
+1,022.6%
+6,151.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -0.5% |
| 7D | -7.3% | -5.1% | -2.2% | -4.8% |
| 30D | -1.7% | -9.6% | +7.9% | +3.5% |
| 3M | +3.9% | -6.4% | +10.4% | +7.0% |
| 6M | +3.8% | +0.5% | +3.3% | +1.9% |
| YTD | -7.9% | +4.4% | -12.3% | -12.3% |
| 1Y | -6.8% | -0.9% | -5.9% | -9.0% |
| 3Y | +40.9% | -17.0% | +57.9% | +49.1% |
| 5Y | +27.5% | -23.7% | +51.2% | +38.4% |
| 10Y | +381.4% | +25.9% | +355.5% | +285.2% |
| All | +7,173.7% | +1,022.6% | +6,151.2% | +2,252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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