+30.7%
MCO vs RVMD
+576.1%
-545.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -3.8% | -3.0% | -0.8% | -3.4% |
| 30D | -0.4% | -0.7% | +0.3% | -0.4% |
| 3M | +7.7% | +36.5% | -28.8% | +3.6% |
| 6M | +7.0% | +104.6% | -97.6% | -3.2% |
| YTD | -6.4% | +155.8% | -162.2% | -18.6% |
| 1Y | -7.6% | +340.7% | -348.3% | -25.7% |
| 3Y | +43.2% | +519.9% | -476.7% | +6.4% |
| All | +30.7% | +576.1% | -545.4% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 5y: compounded portfolio wealth divided by compounded RVMD 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…
5y analysis · Full analysis span regression · 6 months rolling