+372.6%
MCO vs RRC
+6.5%
+366.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | -7.3% | -1.2% | -6.2% | -7.2% |
| 30D | -1.7% | +3.0% | -4.7% | -2.0% |
| 3M | +3.9% | +7.3% | -3.4% | +3.1% |
| 6M | +3.8% | +3.6% | +0.2% | +3.1% |
| YTD | -7.9% | +19.4% | -27.3% | -10.0% |
| 1Y | -6.8% | +21.4% | -28.3% | -9.2% |
| 3Y | +40.9% | +32.8% | +8.2% | +34.9% |
| 5Y | +27.5% | +152.0% | -124.5% | +12.8% |
| All | +372.6% | +6.5% | +366.1% | +286.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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