+39.4%
MCO vs RACE
+68.9%
-29.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.5% | -3.9% | +1.3% | -1.0% |
| 30D | +9.4% | +6.8% | +2.6% | +6.6% |
| 3M | +8.3% | +1.3% | +7.0% | +7.6% |
| 6M | +15.4% | +26.3% | -10.9% | +4.2% |
| YTD | +1.5% | +13.8% | -12.3% | -5.2% |
| 1Y | +5.4% | -0.5% | +5.8% | +4.5% |
| 3Y | +53.1% | +25.6% | +27.5% | +23.0% |
| 5Y | +39.4% | +67.6% | -28.2% | -12.5% |
| All | +39.4% | +68.9% | -29.5% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling