+372.6%
MCO vs RVTY
+139.0%
+233.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.6% |
| 7D | -7.3% | -7.4% | +0.1% | -4.3% |
| 30D | -1.7% | +4.5% | -6.2% | -3.7% |
| 3M | +3.9% | +19.5% | -15.6% | -4.4% |
| 6M | +3.8% | +34.1% | -30.3% | -10.0% |
| YTD | -7.9% | +25.3% | -33.2% | -18.2% |
| 1Y | -6.8% | +47.0% | -53.8% | -23.7% |
| 3Y | +40.9% | +14.1% | +26.8% | +23.1% |
| 5Y | +27.5% | -34.6% | +62.1% | +44.3% |
| All | +372.6% | +139.0% | +233.6% | +172.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling