+45.1%
MCO vs RACE
+39.3%
+5.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | -2.7% | -1.0% | -1.7% | -2.4% |
| 30D | +0.9% | -1.5% | +2.5% | +1.3% |
| 3M | +8.7% | +15.5% | -6.8% | +4.7% |
| 6M | +2.4% | +17.3% | -14.9% | -2.1% |
| YTD | -5.2% | +11.1% | -16.3% | -8.3% |
| 1Y | -4.4% | -14.3% | +9.9% | -1.2% |
| 3Y | +45.1% | +40.2% | +5.0% | +14.0% |
| All | +45.1% | +39.3% | +5.9% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling