+30.7%
MCO vs TXG
-62.8%
+93.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.1% |
| 7D | -3.8% | +9.5% | -13.2% | -5.1% |
| 30D | -0.4% | +18.8% | -19.2% | -3.2% |
| 3M | +7.7% | +136.1% | -128.4% | -7.0% |
| 6M | +7.0% | +235.2% | -228.3% | -13.7% |
| YTD | -6.4% | +320.5% | -326.9% | -27.6% |
| 1Y | -7.6% | +425.2% | -432.8% | -32.2% |
| 3Y | +43.2% | +42.9% | +0.3% | +24.9% |
| All | +30.7% | -62.8% | +93.5% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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