-5.2%
MDB vs MCO
+40.3%
-45.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +5.5% |
| 7D | -2.8% | -7.3% | +4.6% | +3.1% |
| 30D | -14.9% | -1.7% | -13.2% | -13.8% |
| 3M | +7.3% | +3.9% | +3.4% | +3.7% |
| 6M | +38.2% | +3.8% | +34.4% | +34.1% |
| YTD | -10.9% | -7.9% | -3.0% | -5.5% |
| 1Y | +11.6% | -6.8% | +18.5% | +16.6% |
| All | -5.2% | +40.3% | -45.5% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 3y: compounded portfolio wealth divided by compounded MCO 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…
3y analysis · Full analysis span regression · 6 months rolling