+7,291.9%
MCO vs WY
+328.8%
+6,963.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -3.8% | -4.2% | +0.4% | -2.0% |
| 30D | -0.4% | -10.1% | +9.7% | +4.3% |
| 3M | +7.7% | -8.5% | +16.2% | +11.4% |
| 6M | +7.0% | -3.3% | +10.3% | +7.6% |
| YTD | -6.4% | -4.4% | -2.0% | -6.1% |
| 1Y | -7.6% | -11.5% | +3.8% | -4.4% |
| 3Y | +43.2% | -24.3% | +67.5% | +56.7% |
| 5Y | +29.6% | -21.3% | +50.9% | +38.4% |
| 10Y | +389.2% | +7.0% | +382.2% | +322.1% |
| All | +7,291.9% | +328.8% | +6,963.1% | +3,768.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling