+814.4%
MCO vs UUUU
-92.5%
+906.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -1.1% |
| 7D | -7.3% | -5.0% | -2.3% | -7.0% |
| 30D | -1.7% | -7.8% | +6.1% | -1.3% |
| 3M | +3.9% | -0.4% | +4.4% | +3.5% |
| 6M | +3.8% | -32.9% | +36.7% | +5.5% |
| YTD | -7.9% | -6.3% | -1.6% | -9.4% |
| 1Y | -6.8% | +7.9% | -14.8% | -10.2% |
| 3Y | +40.9% | +85.2% | -44.3% | +27.2% |
| 5Y | +27.5% | +97.0% | -69.5% | +11.7% |
| 10Y | +381.4% | +492.6% | -111.2% | +264.8% |
| All | +814.4% | -92.5% | +906.9% | +564.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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