+4,577.8%
MCO vs RBA
+3,468.6%
+1,109.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -3.1% | -1.9% | -1.3% | -2.5% |
| 30D | -0.5% | -13.0% | +12.4% | +3.9% |
| 3M | +5.7% | -23.1% | +28.8% | +14.2% |
| 6M | +3.0% | -22.6% | +25.6% | +10.8% |
| YTD | -6.5% | -20.4% | +13.9% | -0.8% |
| 1Y | -5.8% | -29.6% | +23.8% | +3.8% |
| 3Y | +43.1% | +26.6% | +16.6% | +28.7% |
| 5Y | +29.5% | +38.2% | -8.7% | +10.0% |
| 10Y | +388.8% | +194.7% | +194.1% | +213.2% |
| All | +4,577.8% | +3,468.6% | +1,109.2% | +1,712.3% |
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