+672.6%
MCO vs RNG
+301.7%
+370.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -3.8% | -6.1% | +2.3% | -2.6% |
| 30D | -0.4% | +9.6% | -10.0% | -2.3% |
| 3M | +7.7% | +83.3% | -75.6% | -5.4% |
| 6M | +7.0% | +77.9% | -71.0% | -6.4% |
| YTD | -6.4% | +139.9% | -146.3% | -24.2% |
| 1Y | -7.6% | +121.7% | -129.3% | -24.3% |
| 3Y | +43.2% | +121.9% | -78.6% | +12.3% |
| 5Y | +29.6% | -68.4% | +97.9% | +38.2% |
| 10Y | +389.2% | +220.0% | +169.2% | +217.8% |
| All | +672.6% | +301.7% | +370.9% | +387.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling