+456.0%
MCO vs RACE
+717.8%
-261.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -0.5% |
| 7D | -1.7% | -4.0% | +2.3% | +0.2% |
| 30D | +9.1% | +3.5% | +5.6% | +7.5% |
| 3M | +6.2% | -0.4% | +6.7% | +6.3% |
| 6M | +12.6% | +23.2% | -10.5% | +1.4% |
| YTD | -0.2% | +11.0% | -11.2% | -6.8% |
| 1Y | +4.1% | -2.2% | +6.3% | +3.3% |
| 3Y | +50.6% | +22.5% | +28.1% | +24.9% |
| 5Y | +36.2% | +63.2% | -26.9% | -5.7% |
| All | +456.0% | +717.8% | -261.8% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling