+1,088.0%
MCO vs QID
-100.0%
+1,187.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +0.7% |
| 7D | -3.8% | +1.3% | -5.0% | -3.1% |
| 30D | -0.4% | +2.9% | -3.3% | +1.2% |
| 3M | +7.7% | -0.7% | +8.4% | +7.9% |
| 6M | +7.0% | -29.7% | +36.7% | -9.4% |
| YTD | -6.4% | -27.9% | +21.5% | -19.1% |
| 1Y | -7.6% | -34.6% | +26.9% | -23.7% |
| 3Y | +43.2% | -73.5% | +116.8% | -17.8% |
| 5Y | +29.6% | -81.0% | +110.6% | -24.4% |
| 10Y | +389.2% | -99.2% | +488.4% | -30.5% |
| All | +1,088.0% | -100.0% | +1,187.9% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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