+380.3%
MCO vs WAB
+296.8%
+83.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.2% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -0.4% | -4.1% | +3.7% | +1.1% |
| 3M | +7.7% | +8.2% | -0.4% | +3.7% |
| 6M | +7.0% | +15.4% | -8.4% | -0.2% |
| YTD | -6.4% | +33.1% | -39.6% | -17.9% |
| 1Y | -7.6% | +48.1% | -55.7% | -22.7% |
| 3Y | +43.2% | +167.7% | -124.5% | -6.0% |
| 5Y | +29.6% | +225.7% | -196.1% | -21.8% |
| All | +380.3% | +296.8% | +83.4% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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