+27.5%
MCO vs RBA
+36.6%
-9.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -7.3% | -3.3% | -4.0% | -6.4% |
| 30D | -1.7% | -9.8% | +8.1% | +1.2% |
| 3M | +3.9% | -23.5% | +27.4% | +11.4% |
| 6M | +3.8% | -21.5% | +25.3% | +10.3% |
| YTD | -7.9% | -21.2% | +13.3% | -2.9% |
| 1Y | -6.8% | -30.2% | +23.4% | +1.9% |
| 3Y | +40.9% | +25.3% | +15.6% | +29.0% |
| 5Y | +27.5% | +35.1% | -7.6% | +9.5% |
| All | +27.5% | +36.6% | -9.1% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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