-9.1%
MCO vs TLN
-23.6%
+14.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.5% |
| 7D | -7.3% | +2.0% | -9.3% | -7.3% |
| 30D | -1.7% | -12.9% | +11.2% | -1.8% |
| 3M | +3.9% | -7.4% | +11.4% | +3.5% |
| 6M | +3.8% | -6.0% | +9.9% | +3.0% |
| YTD | -7.9% | -16.9% | +9.0% | -8.3% |
| All | -9.1% | -23.6% | +14.5% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling