+8,018.4%
MCO vs WAB
+4,056.8%
+3,961.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -3.1% | +0.2% | -3.4% | -3.2% |
| 30D | -0.5% | -4.6% | +4.0% | +0.9% |
| 3M | +5.7% | +5.6% | +0.1% | +3.3% |
| 6M | +3.0% | +13.8% | -10.8% | -2.0% |
| YTD | -6.5% | +31.9% | -38.3% | -15.3% |
| 1Y | -5.8% | +48.3% | -54.0% | -17.9% |
| 3Y | +43.1% | +167.1% | -124.0% | +3.3% |
| 5Y | +29.5% | +222.9% | -193.4% | -12.2% |
| 10Y | +388.8% | +289.9% | +98.9% | +193.4% |
| All | +8,018.4% | +4,056.8% | +3,961.6% | +2,806.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling