+81.3%
MCO vs RVMD
+620.8%
-539.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -7.3% | -3.6% | -3.8% | -6.9% |
| 30D | -1.7% | -1.1% | -0.6% | -1.6% |
| 3M | +3.9% | +41.0% | -37.1% | -1.0% |
| 6M | +3.8% | +105.7% | -101.9% | -7.2% |
| YTD | -7.9% | +155.3% | -163.2% | -21.0% |
| 1Y | -6.8% | +402.7% | -409.6% | -28.0% |
| 3Y | +40.9% | +533.1% | -492.2% | +1.4% |
| 5Y | +27.5% | +583.5% | -556.0% | -15.0% |
| All | +81.3% | +620.8% | -539.5% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling