+380.3%
MCO vs WWD
+498.2%
-118.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.2% |
| 7D | -3.8% | -2.6% | -1.2% | -2.9% |
| 30D | -0.4% | -6.9% | +6.5% | +1.9% |
| 3M | +7.7% | -13.0% | +20.8% | +12.0% |
| 6M | +7.0% | -12.5% | +19.4% | +10.0% |
| YTD | -6.4% | +11.8% | -18.3% | -13.0% |
| 1Y | -7.6% | +41.1% | -48.7% | -22.0% |
| 3Y | +43.2% | +163.1% | -119.8% | -7.1% |
| 5Y | +29.6% | +187.6% | -158.1% | -21.0% |
| All | +380.3% | +498.2% | -118.0% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling