+28.6%
MCO vs WCC
+212.3%
-183.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.8% |
| 7D | -7.3% | +1.7% | -9.0% | -7.7% |
| 30D | -1.7% | -6.1% | +4.3% | -0.5% |
| 3M | +3.9% | +3.1% | +0.8% | +2.0% |
| 6M | +3.8% | +28.2% | -24.4% | -5.0% |
| YTD | -7.9% | +41.1% | -49.0% | -18.3% |
| 1Y | -6.8% | +61.3% | -68.1% | -21.0% |
| 3Y | +40.9% | +123.6% | -82.7% | +3.3% |
| All | +28.6% | +212.3% | -183.7% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling