+4,337.6%
MCO vs SPYG
+553.6%
+3,784.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.8% |
| 7D | -7.3% | -1.8% | -5.5% | -5.8% |
| 30D | -1.7% | -1.9% | +0.2% | -0.1% |
| 3M | +3.9% | +5.2% | -1.2% | -1.2% |
| 6M | +3.8% | +15.6% | -11.7% | -9.7% |
| YTD | -7.9% | +12.4% | -20.3% | -18.0% |
| 1Y | -6.8% | +17.5% | -24.3% | -20.7% |
| 3Y | +40.9% | +98.1% | -57.1% | -25.6% |
| 5Y | +27.5% | +84.9% | -57.4% | -28.7% |
| 10Y | +381.4% | +417.7% | -36.3% | +14.1% |
| All | +4,337.6% | +553.6% | +3,784.0% | +460.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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