+30.7%
MCO vs WY
-22.2%
+52.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -3.8% | -4.2% | +0.4% | -1.8% |
| 30D | -0.4% | -10.1% | +9.7% | +4.6% |
| 3M | +7.7% | -8.5% | +16.2% | +11.6% |
| 6M | +7.0% | -3.3% | +10.3% | +7.4% |
| YTD | -6.4% | -4.4% | -2.0% | -6.5% |
| 1Y | -7.6% | -11.5% | +3.8% | -4.1% |
| 3Y | +43.2% | -24.3% | +67.5% | +58.4% |
| All | +30.7% | -22.2% | +52.9% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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