+29.5%
MCO vs RL
+222.7%
-193.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +2.0% | -0.4% |
| 7D | -3.1% | -0.3% | -2.9% | -3.1% |
| 30D | -0.5% | -17.5% | +17.0% | +5.0% |
| 3M | +5.7% | -14.0% | +19.7% | +9.9% |
| 6M | +3.0% | -2.0% | +5.0% | +2.2% |
| YTD | -6.5% | -4.6% | -1.9% | -6.7% |
| 1Y | -5.8% | +9.5% | -15.3% | -10.3% |
| 3Y | +43.1% | +200.5% | -157.4% | -5.8% |
| All | +29.5% | +222.7% | -193.3% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling