+478.3%
MCO vs PR
+149.9%
+328.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.1% |
| 7D | +1.0% | -12.4% | +13.4% | +1.6% |
| 30D | +10.1% | -6.6% | +16.6% | +10.4% |
| 3M | +7.2% | +7.5% | -0.3% | +6.6% |
| 6M | +13.8% | +10.8% | +3.0% | +12.9% |
| YTD | +0.7% | +57.0% | -56.3% | -2.0% |
| 1Y | +5.6% | +67.9% | -62.3% | +2.4% |
| 3Y | +54.1% | +87.6% | -33.5% | +47.7% |
| 5Y | +36.0% | +220.4% | -184.4% | +25.8% |
| 10Y | +457.5% | +64.8% | +392.7% | +437.3% |
| All | +478.3% | +149.9% | +328.4% | +479.7% |
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