+49.2%
MCO vs TLN
+574.4%
-525.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -3.8% | -1.3% | -2.4% | -3.7% |
| 30D | -0.4% | -14.3% | +13.9% | +0.6% |
| 3M | +7.7% | -9.3% | +17.0% | +7.9% |
| 6M | +7.0% | -1.1% | +8.1% | +5.9% |
| YTD | -6.4% | -16.6% | +10.2% | -6.3% |
| 1Y | -7.6% | -22.0% | +14.4% | -7.2% |
| 3Y | +43.2% | +470.2% | -426.9% | +12.3% |
| All | +49.2% | +574.4% | -525.2% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling