+4,886.5%
MCO vs WCN
+6,687.0%
-1,800.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -3.1% | -1.7% | -1.4% | -2.6% |
| 30D | -0.5% | -3.0% | +2.5% | +0.4% |
| 3M | +5.7% | +2.5% | +3.1% | +4.8% |
| 6M | +3.0% | -5.7% | +8.7% | +4.5% |
| YTD | -6.5% | -7.4% | +1.0% | -4.7% |
| 1Y | -5.8% | -8.6% | +2.9% | -3.7% |
| 3Y | +43.1% | +19.4% | +23.7% | +34.4% |
| 5Y | +29.5% | +27.2% | +2.3% | +19.5% |
| 10Y | +388.8% | +238.5% | +150.3% | +252.0% |
| All | +4,886.5% | +6,687.0% | -1,800.5% | +2,228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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