+386.6%
MCO vs Z
+17.0%
+369.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +4.0% | -1.1% |
| 7D | -2.7% | -3.3% | +0.5% | -2.0% |
| 30D | +0.9% | -3.7% | +4.7% | +1.6% |
| 3M | +8.7% | -7.0% | +15.7% | +10.0% |
| 6M | +2.4% | -29.5% | +31.9% | +9.6% |
| YTD | -5.2% | -52.6% | +47.4% | +9.9% |
| 1Y | -4.4% | -64.0% | +59.6% | +16.9% |
| 3Y | +45.1% | -36.4% | +81.6% | +52.2% |
| 5Y | +31.5% | -65.8% | +97.2% | +46.5% |
| 10Y | +380.7% | -5.8% | +386.6% | +276.6% |
| All | +386.6% | +17.0% | +369.6% | +247.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling