+43.2%
MCO vs ROP
-19.1%
+62.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.8% | -4.6% | +0.8% | -1.1% |
| 30D | -0.4% | -1.7% | +1.3% | +0.6% |
| 3M | +7.7% | +17.1% | -9.3% | -2.9% |
| 6M | +7.0% | +10.9% | -3.9% | -0.4% |
| YTD | -6.4% | -12.1% | +5.7% | +1.2% |
| 1Y | -7.6% | -24.2% | +16.6% | +10.8% |
| 3Y | +43.2% | -20.4% | +63.6% | +59.5% |
| All | +43.2% | -19.1% | +62.4% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling