+388.8%
MCO vs PR
+88.3%
+300.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.1% | -0.8% | -2.3% | -3.1% |
| 30D | -0.5% | +11.3% | -11.8% | -1.1% |
| 3M | +5.7% | +24.1% | -18.4% | +4.4% |
| 6M | +3.0% | +25.4% | -22.3% | +1.6% |
| YTD | -6.5% | +71.2% | -77.7% | -9.4% |
| 1Y | -5.8% | +78.6% | -84.4% | -9.0% |
| 3Y | +43.1% | +85.2% | -42.1% | +37.2% |
| 5Y | +29.5% | +419.0% | -389.5% | +17.6% |
| 10Y | +388.8% | +86.2% | +302.6% | +384.0% |
| All | +388.8% | +88.3% | +300.5% | +384.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling