+6,448.8%
MCO vs RL
+1,366.2%
+5,082.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.2% | -2.7% |
| 7D | -4.2% | -0.8% | -3.4% | -3.9% |
| 30D | +2.2% | -7.8% | +10.0% | +4.5% |
| 3M | +10.1% | -4.0% | +14.1% | +11.0% |
| 6M | +5.3% | -1.9% | +7.1% | +4.5% |
| YTD | -2.7% | -0.2% | -2.6% | -4.1% |
| 1Y | -0.4% | +10.7% | -11.1% | -5.1% |
| 3Y | +49.0% | +210.8% | -161.7% | +2.1% |
| 5Y | +33.6% | +238.2% | -204.6% | -13.0% |
| 10Y | +395.3% | +313.4% | +81.9% | +176.2% |
| All | +6,448.8% | +1,366.2% | +5,082.7% | +2,388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling