+40.9%
MCO vs TXT
+4.6%
+36.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.2% |
| 7D | -7.3% | -0.2% | -7.1% | -7.3% |
| 30D | -1.7% | -10.2% | +8.5% | +2.0% |
| 3M | +3.9% | -13.3% | +17.2% | +8.8% |
| 6M | +3.8% | -14.4% | +18.2% | +8.8% |
| YTD | -7.9% | -9.1% | +1.2% | -6.5% |
| 1Y | -6.8% | -2.2% | -4.7% | -8.8% |
| All | +40.9% | +4.6% | +36.3% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling