+7,389.9%
MCO vs SM
+1,322.1%
+6,067.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.1% | -2.9% |
| 7D | -2.7% | -0.2% | -2.6% | -2.7% |
| 30D | +0.9% | +31.5% | -30.6% | -2.6% |
| 3M | +8.7% | +17.3% | -8.7% | +5.8% |
| 6M | +2.4% | +48.5% | -46.1% | -3.8% |
| YTD | -5.2% | +106.3% | -111.4% | -14.9% |
| 1Y | -4.4% | +47.3% | -51.7% | -10.8% |
| 3Y | +45.1% | -1.4% | +46.6% | +39.1% |
| 5Y | +31.5% | +114.0% | -82.6% | +10.0% |
| 10Y | +380.7% | +12.5% | +368.2% | +223.4% |
| All | +7,389.9% | +1,322.1% | +6,067.8% | +3,181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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