+372.6%
MCO vs ROP
+135.7%
+236.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.2% |
| 7D | -7.3% | -8.0% | +0.7% | -1.7% |
| 30D | -1.7% | -2.7% | +1.0% | +0.2% |
| 3M | +3.9% | +16.6% | -12.7% | -7.8% |
| 6M | +3.8% | +10.4% | -6.6% | -4.5% |
| YTD | -7.9% | -12.1% | +4.2% | -0.7% |
| 1Y | -6.8% | -23.6% | +16.8% | +11.0% |
| 3Y | +40.9% | -19.3% | +60.3% | +60.4% |
| 5Y | +27.5% | -15.4% | +42.9% | +39.1% |
| All | +372.6% | +135.7% | +236.9% | +187.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling