+6.9%
MCO vs TPG
-8.6%
+15.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.8% | +4.4% | -0.3% |
| 7D | +5.4% | -2.5% | +7.9% | +6.2% |
| 30D | +13.9% | +3.9% | +10.0% | +12.4% |
| 3M | +6.7% | -1.4% | +8.1% | +6.9% |
| 6M | +13.9% | +5.0% | +8.9% | +11.8% |
| YTD | +1.6% | -24.0% | +25.6% | +11.0% |
| 1Y | +6.9% | -8.3% | +15.1% | +10.6% |
| All | +6.9% | -8.6% | +15.4% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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