+9.3%
MCO vs RVTY
+74.0%
-64.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +5.2% |
| 7D | +10.7% | -3.6% | +14.3% | +11.2% |
| 30D | +17.9% | +1.4% | +16.5% | +17.5% |
| 3M | +9.5% | +43.2% | -33.7% | +2.6% |
| 6M | +18.1% | +84.5% | -66.4% | +2.9% |
| YTD | +4.1% | +65.2% | -61.1% | -5.5% |
| 1Y | +9.3% | +74.3% | -65.0% | -3.1% |
| All | +9.3% | +74.0% | -64.7% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling