-2.0%
MCO vs Q
+75.3%
-77.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -2.5% |
| 7D | -2.7% | +6.7% | -9.5% | -2.7% |
| 30D | +0.9% | -10.6% | +11.6% | +0.9% |
| 3M | +8.7% | -14.6% | +23.3% | +7.9% |
| 6M | +2.4% | +12.1% | -9.6% | -1.8% |
| YTD | -5.2% | +51.3% | -56.4% | -10.5% |
| All | -2.0% | +75.3% | -77.3% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling