+28.6%
MCO vs WWD
+180.3%
-151.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.1% |
| 7D | -7.3% | -2.9% | -4.5% | -6.6% |
| 30D | -1.7% | -6.6% | +4.9% | -0.1% |
| 3M | +3.9% | -9.3% | +13.2% | +5.7% |
| 6M | +3.8% | -13.6% | +17.4% | +6.5% |
| YTD | -7.9% | +10.4% | -18.3% | -13.6% |
| 1Y | -6.8% | +39.9% | -46.7% | -20.4% |
| 3Y | +40.9% | +165.0% | -124.1% | -8.4% |
| All | +28.6% | +180.3% | -151.7% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling