+374.8%
MCO vs RUN
-32.6%
+407.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.9% |
| 7D | -3.1% | -1.8% | -1.4% | -3.0% |
| 30D | -0.5% | -10.8% | +10.3% | +0.5% |
| 3M | +5.7% | -30.2% | +35.9% | +9.1% |
| 6M | +3.0% | -22.3% | +25.4% | +4.4% |
| YTD | -6.5% | -52.2% | +45.7% | -1.7% |
| 1Y | -5.8% | -45.1% | +39.3% | -3.4% |
| 3Y | +43.1% | -37.1% | +80.2% | +25.4% |
| 5Y | +29.5% | -80.3% | +109.7% | +24.3% |
| 10Y | +388.8% | +45.2% | +343.6% | +228.7% |
| All | +374.8% | -32.6% | +407.4% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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