+7,389.9%
MCO vs WWD
+16,067.8%
-8,677.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.9% |
| 7D | -2.7% | +0.8% | -3.5% | -3.0% |
| 30D | +0.9% | -6.4% | +7.4% | +2.9% |
| 3M | +8.7% | -5.6% | +14.3% | +9.7% |
| 6M | +2.4% | -9.1% | +11.5% | +3.9% |
| YTD | -5.2% | +12.5% | -17.7% | -11.1% |
| 1Y | -4.4% | +41.3% | -45.7% | -17.3% |
| 3Y | +45.1% | +170.2% | -125.1% | -0.1% |
| 5Y | +31.5% | +192.5% | -161.0% | -13.4% |
| 10Y | +380.7% | +476.9% | -96.2% | +138.8% |
| All | +7,389.9% | +16,067.8% | -8,677.9% | +2,121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling