+31.5%
MCO vs PR
+409.5%
-378.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.6% |
| 7D | -2.7% | -0.6% | -2.1% | -2.7% |
| 30D | +0.9% | +17.4% | -16.4% | -1.0% |
| 3M | +8.7% | +21.8% | -13.1% | +5.9% |
| 6M | +2.4% | +27.6% | -25.2% | -1.1% |
| YTD | -5.2% | +71.4% | -76.6% | -12.1% |
| 1Y | -4.4% | +78.3% | -82.7% | -12.0% |
| 3Y | +45.1% | +85.5% | -40.4% | +30.3% |
| 5Y | +31.5% | +422.7% | -391.2% | +5.9% |
| All | +31.5% | +409.5% | -378.0% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling