+463.2%
MCO vs RACE
+647.6%
-184.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.3% |
| 7D | -4.2% | -2.5% | -1.6% | -3.1% |
| 30D | +2.2% | +0.8% | +1.4% | +1.7% |
| 3M | +10.1% | +17.2% | -7.0% | +2.2% |
| 6M | +5.3% | +13.6% | -8.3% | -1.6% |
| YTD | -2.7% | +12.2% | -15.0% | -9.3% |
| 1Y | -0.4% | -16.3% | +15.9% | +5.1% |
| 3Y | +49.0% | +36.4% | +12.6% | +18.6% |
| 5Y | +33.6% | +95.0% | -61.3% | -12.6% |
| 10Y | +395.3% | +813.2% | -417.9% | +75.4% |
| All | +463.2% | +647.6% | -184.4% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling