+477.9%
MCO vs PR
+152.2%
+325.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +1.4% | -9.5% | +10.9% | +1.9% |
| 30D | +10.0% | -5.7% | +15.7% | +10.2% |
| 3M | +7.0% | +3.0% | +4.1% | +6.7% |
| 6M | +13.7% | +11.8% | +1.9% | +12.7% |
| YTD | +0.6% | +58.5% | -57.8% | -2.2% |
| 1Y | +6.2% | +69.9% | -63.7% | +2.9% |
| 3Y | +51.9% | +84.9% | -33.0% | +45.6% |
| 5Y | +37.5% | +246.4% | -209.0% | +26.9% |
| 10Y | +459.4% | +70.3% | +389.1% | +440.1% |
| All | +477.9% | +152.2% | +325.7% | +479.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling