+30.7%
MCO vs RNG
-68.4%
+99.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -3.8% | -6.1% | +2.3% | -2.7% |
| 30D | -0.4% | +9.6% | -10.0% | -2.1% |
| 3M | +7.7% | +83.3% | -75.6% | -4.5% |
| 6M | +7.0% | +77.9% | -71.0% | -5.5% |
| YTD | -6.4% | +139.9% | -146.3% | -23.2% |
| 1Y | -7.6% | +121.7% | -129.3% | -23.3% |
| 3Y | +43.2% | +121.9% | -78.6% | +13.8% |
| All | +30.7% | -68.4% | +99.1% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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