+85.8%
MCO vs ROIV
+232.7%
-146.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.3% |
| 7D | -4.2% | +0.6% | -4.8% | -4.2% |
| 30D | +2.2% | +1.0% | +1.2% | +2.0% |
| 3M | +10.1% | +18.3% | -8.2% | +8.3% |
| 6M | +5.3% | +18.3% | -13.1% | +3.3% |
| YTD | -2.7% | +61.0% | -63.7% | -7.3% |
| 1Y | -0.4% | +177.9% | -178.3% | -9.9% |
| 3Y | +49.0% | +199.1% | -150.0% | +32.5% |
| 5Y | +33.6% | +250.7% | -217.1% | +10.6% |
| All | +85.8% | +232.7% | -146.9% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling