+7,389.9%
MCO vs ROP
+7,727.3%
-337.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.3% |
| 7D | -2.7% | -5.4% | +2.7% | -0.5% |
| 30D | +0.9% | -1.6% | +2.6% | +1.6% |
| 3M | +8.7% | +18.8% | -10.2% | +0.9% |
| 6M | +2.4% | +8.2% | -5.8% | -1.3% |
| YTD | -5.2% | -10.5% | +5.3% | -1.6% |
| 1Y | -4.4% | -23.7% | +19.4% | +5.7% |
| 3Y | +45.1% | -17.9% | +63.0% | +56.2% |
| 5Y | +31.5% | -15.3% | +46.8% | +40.4% |
| 10Y | +380.7% | +133.4% | +247.4% | +257.4% |
| All | +7,389.9% | +7,727.3% | -337.4% | +3,020.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling