-9.1%
MCO vs Z
-63.6%
+54.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | -0.7% |
| 7D | -7.3% | -11.6% | +4.2% | -4.1% |
| 30D | -1.7% | -8.5% | +6.8% | +0.6% |
| 3M | +3.9% | -7.9% | +11.8% | +5.7% |
| 6M | +3.8% | -29.1% | +32.9% | +12.0% |
| YTD | -7.9% | -54.2% | +46.3% | +8.6% |
| All | -9.1% | -63.6% | +54.5% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling