+53.6%
MCO vs ROIV
+384.4%
-330.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -2.5% | +9.5% | -12.0% | -3.7% |
| 30D | +9.4% | +21.0% | -11.5% | +6.7% |
| 3M | +8.3% | +18.7% | -10.4% | +5.3% |
| 6M | +15.4% | +44.5% | -29.2% | +7.9% |
| YTD | +1.5% | +92.9% | -91.4% | -10.6% |
| 1Y | +5.4% | +100.2% | -94.9% | -8.2% |
| All | +53.6% | +384.4% | -330.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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