-4.8%
MCO vs Q
+75.4%
-80.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.5% |
| 7D | -7.3% | +4.1% | -11.4% | -7.3% |
| 30D | -1.7% | -10.7% | +9.0% | -1.7% |
| 3M | +3.9% | -11.7% | +15.6% | +2.9% |
| 6M | +3.8% | +8.3% | -4.5% | -0.1% |
| YTD | -7.9% | +51.3% | -59.2% | -13.1% |
| All | -4.8% | +75.4% | -80.2% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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