+27.5%
MCO vs TXT
+10.7%
+16.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.2% |
| 7D | -7.3% | -0.2% | -7.1% | -7.2% |
| 30D | -1.7% | -10.2% | +8.5% | +2.7% |
| 3M | +3.9% | -13.3% | +17.2% | +9.7% |
| 6M | +3.8% | -14.4% | +18.2% | +9.7% |
| YTD | -7.9% | -9.1% | +1.2% | -5.9% |
| 1Y | -6.8% | -2.2% | -4.7% | -8.4% |
| 3Y | +40.9% | +5.1% | +35.9% | +29.8% |
| 5Y | +27.5% | +12.8% | +14.7% | +9.2% |
| All | +27.5% | +10.7% | +16.8% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling