+458.5%
MCO vs PR
+169.5%
+289.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.1% |
| 7D | -4.2% | +2.9% | -7.1% | -4.3% |
| 30D | +2.2% | +18.0% | -15.8% | +1.3% |
| 3M | +10.1% | +16.9% | -6.7% | +9.1% |
| 6M | +5.3% | +28.2% | -23.0% | +3.7% |
| YTD | -2.7% | +69.3% | -72.1% | -5.6% |
| 1Y | -0.4% | +69.5% | -69.9% | -3.5% |
| 3Y | +49.0% | +81.7% | -32.7% | +43.1% |
| 5Y | +33.6% | +422.2% | -388.6% | +21.6% |
| 10Y | +395.3% | +110.4% | +285.0% | +385.5% |
| All | +458.5% | +169.5% | +289.0% | +458.4% |
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