+2,169.3%
MCO vs SPXU
-100.0%
+2,269.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.7% |
| 7D | -3.8% | +2.5% | -6.3% | -2.8% |
| 30D | -0.4% | +4.2% | -4.6% | +1.4% |
| 3M | +7.7% | -9.3% | +17.0% | +4.3% |
| 6M | +7.0% | -30.7% | +37.7% | -6.2% |
| YTD | -6.4% | -28.1% | +21.7% | -16.2% |
| 1Y | -7.6% | -35.2% | +27.6% | -20.3% |
| 3Y | +43.2% | -79.9% | +123.2% | -13.5% |
| 5Y | +29.6% | -86.4% | +116.0% | -19.2% |
| 10Y | +389.2% | -99.5% | +488.8% | +13.1% |
| All | +2,169.3% | -100.0% | +2,269.3% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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