+7,291.9%
MCO vs RRX
+1,934.7%
+5,357.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.4% |
| 7D | -3.8% | -0.3% | -3.4% | -3.7% |
| 30D | -0.4% | -6.1% | +5.7% | +1.6% |
| 3M | +7.7% | -23.1% | +30.8% | +15.4% |
| 6M | +7.0% | -19.5% | +26.5% | +10.6% |
| YTD | -6.4% | +16.1% | -22.5% | -16.5% |
| 1Y | -7.6% | +12.9% | -20.6% | -17.7% |
| 3Y | +43.2% | +7.9% | +35.3% | +22.2% |
| 5Y | +29.6% | +19.1% | +10.5% | +3.8% |
| 10Y | +389.2% | +225.8% | +163.4% | +156.7% |
| All | +7,291.9% | +1,934.7% | +5,357.1% | +2,578.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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