+4,231.1%
MCO vs WCC
+1,758.7%
+2,472.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -3.1% |
| 7D | -2.7% | +8.5% | -11.2% | -4.7% |
| 30D | +0.9% | -1.0% | +1.9% | +0.9% |
| 3M | +8.7% | +2.1% | +6.6% | +6.9% |
| 6M | +2.4% | +36.8% | -34.4% | -7.3% |
| YTD | -5.2% | +47.7% | -52.9% | -16.1% |
| 1Y | -4.4% | +66.5% | -70.9% | -18.4% |
| 3Y | +45.1% | +134.2% | -89.0% | +9.4% |
| 5Y | +31.5% | +231.6% | -200.2% | -12.4% |
| 10Y | +380.7% | +508.1% | -127.4% | +148.9% |
| All | +4,231.1% | +1,758.7% | +2,472.4% | +1,565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling