-6.8%
MCO vs RACE
-13.6%
+6.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | -7.3% | -2.2% | -5.1% | -7.0% |
| 30D | -1.7% | -0.4% | -1.3% | -1.7% |
| 3M | +3.9% | +17.9% | -14.0% | +1.8% |
| 6M | +3.8% | +19.3% | -15.5% | +1.2% |
| YTD | -7.9% | +11.9% | -19.8% | -9.3% |
| 1Y | -6.8% | -12.7% | +5.9% | -8.7% |
| All | -6.8% | -13.6% | +6.7% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling