+7,389.9%
MCO vs TXT
+797.3%
+6,592.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +0.9% | -11.1% | +12.0% | +5.2% |
| 3M | +8.7% | -13.0% | +21.7% | +13.7% |
| 6M | +2.4% | -16.2% | +18.6% | +8.3% |
| YTD | -5.2% | -8.7% | +3.5% | -3.2% |
| 1Y | -4.4% | -3.8% | -0.6% | -4.5% |
| 3Y | +45.1% | +5.5% | +39.6% | +38.8% |
| 5Y | +31.5% | +12.3% | +19.2% | +21.5% |
| 10Y | +380.7% | +97.4% | +283.3% | +236.8% |
| All | +7,389.9% | +797.3% | +6,592.6% | +2,812.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling