+30.7%
MCO vs TDY
+39.0%
-8.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.7% |
| 3M | +7.7% | -3.2% | +10.9% | +8.7% |
| 6M | +7.0% | -7.9% | +14.9% | +10.1% |
| YTD | -6.4% | +18.2% | -24.6% | -17.1% |
| 1Y | -7.6% | +6.7% | -14.3% | -13.5% |
| 3Y | +43.2% | +47.5% | -4.3% | +9.1% |
| All | +30.7% | +39.0% | -8.3% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling