+9.3%
MCO vs ROP
+10.4%
-1.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.9% | +1.0% | +3.2% |
| 7D | +10.7% | +11.7% | -1.0% | +5.7% |
| 30D | +17.9% | +35.5% | -17.6% | +3.6% |
| 3M | +9.5% | +25.6% | -16.2% | -0.5% |
| 6M | +18.1% | +39.3% | -21.2% | +2.0% |
| YTD | +4.1% | +11.6% | -7.5% | -4.4% |
| 1Y | +9.3% | +10.6% | -1.3% | +0.4% |
| All | +9.3% | +10.4% | -1.1% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling