+43.2%
MCO vs RMD
+49.9%
-6.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -3.8% | -4.4% | +0.6% | -2.7% |
| 30D | -0.4% | -3.1% | +2.7% | +0.4% |
| 3M | +7.7% | +13.8% | -6.1% | +4.3% |
| 6M | +7.0% | -8.6% | +15.6% | +8.8% |
| YTD | -6.4% | -8.6% | +2.2% | -4.8% |
| 1Y | -7.6% | -19.7% | +12.0% | -3.5% |
| 3Y | +43.2% | +48.4% | -5.1% | +30.7% |
| All | +43.2% | +49.9% | -6.6% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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