+249.2%
MCO vs USHY
+49.7%
+199.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.8% | -0.7% | -3.1% | -2.2% |
| 30D | -0.4% | -0.7% | +0.3% | +1.2% |
| 3M | +7.7% | +0.1% | +7.7% | +7.7% |
| 6M | +7.0% | +1.8% | +5.2% | +2.9% |
| YTD | -6.4% | +1.8% | -8.2% | -9.9% |
| 1Y | -7.6% | +3.3% | -10.9% | -14.0% |
| 3Y | +43.2% | +27.0% | +16.3% | -14.3% |
| 5Y | +29.6% | +21.0% | +8.5% | -11.1% |
| All | +249.2% | +49.7% | +199.4% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling