+372.6%
MCO vs SFM
+268.6%
+104.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -7.3% | -8.8% | +1.4% | -6.2% |
| 30D | -1.7% | -14.5% | +12.7% | +0.3% |
| 3M | +3.9% | -16.8% | +20.8% | +6.2% |
| 6M | +3.8% | -5.3% | +9.2% | +3.8% |
| YTD | -7.9% | -9.4% | +1.5% | -7.5% |
| 1Y | -6.8% | -46.2% | +39.3% | -0.1% |
| 3Y | +40.9% | +81.3% | -40.3% | +26.9% |
| 5Y | +27.5% | +211.9% | -184.4% | +5.1% |
| All | +372.6% | +268.6% | +104.0% | +253.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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