+2,017.3%
MCO vs SCHG
+1,132.2%
+885.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.8% |
| 7D | -3.8% | -1.0% | -2.7% | -2.7% |
| 30D | -0.4% | -1.3% | +0.9% | +0.9% |
| 3M | +7.7% | +5.4% | +2.3% | +1.9% |
| 6M | +7.0% | +14.4% | -7.4% | -7.4% |
| YTD | -6.4% | +8.0% | -14.4% | -14.0% |
| 1Y | -7.6% | +12.7% | -20.4% | -19.4% |
| 3Y | +43.2% | +85.6% | -42.4% | -28.1% |
| 5Y | +29.6% | +85.5% | -56.0% | -36.4% |
| 10Y | +389.2% | +456.0% | -66.8% | -36.8% |
| All | +2,017.3% | +1,132.2% | +885.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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