+132.8%
MCO vs TXG
+22.9%
+109.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -1.3% |
| 7D | -7.3% | +5.0% | -12.3% | -8.1% |
| 30D | -1.7% | +13.5% | -15.2% | -3.9% |
| 3M | +3.9% | +128.0% | -124.1% | -10.5% |
| 6M | +3.8% | +224.4% | -220.6% | -16.7% |
| YTD | -7.9% | +307.0% | -314.9% | -29.3% |
| 1Y | -6.8% | +427.2% | -434.1% | -32.7% |
| 3Y | +40.9% | +40.2% | +0.8% | +21.3% |
| 5Y | +27.5% | -64.0% | +91.5% | +29.8% |
| All | +132.8% | +22.9% | +109.8% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling