+43.2%
MCO vs RGEN
+2.2%
+41.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -3.8% | -1.4% | -2.3% | -3.5% |
| 30D | -0.4% | -0.3% | -0.1% | -0.4% |
| 3M | +7.7% | +23.9% | -16.2% | +3.5% |
| 6M | +7.0% | +38.5% | -31.6% | +0.4% |
| YTD | -6.4% | +0.8% | -7.2% | -7.5% |
| 1Y | -7.6% | +38.2% | -45.9% | -13.8% |
| 3Y | +43.2% | +1.3% | +41.9% | +41.8% |
| All | +43.2% | +2.2% | +41.0% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling