+380.3%
MCO vs TDY
+479.2%
-99.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.0% |
| 7D | -3.8% | -1.1% | -2.6% | -3.2% |
| 30D | -0.4% | -12.0% | +11.7% | +6.1% |
| 3M | +7.7% | -3.2% | +10.9% | +8.8% |
| 6M | +7.0% | -7.9% | +14.9% | +10.2% |
| YTD | -6.4% | +18.2% | -24.6% | -16.5% |
| 1Y | -7.6% | +6.7% | -14.3% | -13.2% |
| 3Y | +43.2% | +47.5% | -4.3% | +11.1% |
| 5Y | +29.6% | +39.5% | -9.9% | +2.6% |
| All | +380.3% | +479.2% | -99.0% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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