-11.6%
MDB vs MCO
+51.9%
-63.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.9% |
| 7D | +6.8% | +0.5% | +6.3% | +6.4% |
| 30D | -6.2% | +9.8% | -16.0% | -13.5% |
| 3M | -29.2% | +4.3% | -33.5% | -32.0% |
| 6M | +10.3% | +16.5% | -6.2% | -3.2% |
| YTD | -20.4% | +0.1% | -20.5% | -21.2% |
| 1Y | -4.8% | +4.4% | -9.3% | -9.0% |
| 3Y | -11.6% | +51.6% | -63.2% | -54.2% |
| All | -11.6% | +51.9% | -63.5% | -54.2% |
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