+3,614.4%
MCO vs WTW
+1,101.3%
+2,513.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.8% |
| 7D | -7.3% | -7.8% | +0.5% | -3.4% |
| 30D | -1.7% | -7.9% | +6.2% | +2.4% |
| 3M | +3.9% | +19.9% | -16.0% | -5.6% |
| 6M | +3.8% | +9.8% | -6.0% | -2.1% |
| YTD | -7.9% | -3.3% | -4.6% | -8.2% |
| 1Y | -6.8% | -3.3% | -3.6% | -7.3% |
| 3Y | +40.9% | +61.5% | -20.6% | +5.9% |
| 5Y | +27.5% | +42.6% | -15.1% | +1.9% |
| 10Y | +381.4% | +197.1% | +184.3% | +163.3% |
| All | +3,614.4% | +1,101.3% | +2,513.1% | +1,321.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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