+4,909.3%
MCO vs RBA
+4,075.0%
+834.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +0.5% | +1.7% | -1.2% | -0.1% |
| 30D | +9.8% | +8.3% | +1.5% | +6.9% |
| 3M | +4.3% | +10.5% | -6.3% | +0.7% |
| 6M | +16.5% | -5.9% | +22.3% | +17.6% |
| YTD | +0.1% | -6.9% | +7.0% | +0.8% |
| 1Y | +4.4% | -4.9% | +9.3% | +4.3% |
| 3Y | +51.6% | +64.5% | -12.9% | +25.4% |
| 5Y | +36.7% | +46.1% | -9.4% | +14.2% |
| 10Y | +455.7% | +208.2% | +247.4% | +250.0% |
| All | +4,909.3% | +4,075.0% | +834.3% | +1,741.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling