-9.1%
MCO vs RVTY
+46.5%
-55.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.1% |
| 7D | -7.3% | -7.4% | +0.1% | -6.2% |
| 30D | -1.7% | +4.5% | -6.2% | -2.5% |
| 3M | +3.9% | +19.5% | -15.6% | +0.5% |
| 6M | +3.8% | +34.1% | -30.3% | -2.7% |
| YTD | -7.9% | +25.3% | -33.2% | -11.5% |
| All | -9.1% | +46.5% | -55.7% | -11.9% |
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