+51.6%
MCO vs RL
+250.5%
-199.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +0.5% | +2.6% | -2.1% | -0.1% |
| 30D | +9.8% | +2.9% | +6.9% | +9.1% |
| 3M | +4.3% | 0.0% | +4.3% | +4.1% |
| 6M | +16.5% | +17.1% | -0.6% | +11.7% |
| YTD | +0.1% | +10.1% | -10.0% | -3.1% |
| 1Y | +4.4% | +17.3% | -12.9% | -0.6% |
| 3Y | +51.6% | +249.3% | -197.7% | +21.5% |
| All | +51.6% | +250.5% | -199.0% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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