-40.5%
MDB vs MCO
+36.6%
-77.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -2.0% |
| 7D | +6.8% | +0.5% | +6.3% | +6.3% |
| 30D | -6.2% | +9.8% | -16.0% | -16.3% |
| 3M | -29.2% | +4.3% | -33.5% | -33.3% |
| 6M | +10.3% | +16.5% | -6.2% | -8.6% |
| YTD | -20.4% | +0.1% | -20.5% | -22.3% |
| 1Y | -4.8% | +4.4% | -9.3% | -11.9% |
| 3Y | -11.6% | +51.6% | -63.2% | -52.9% |
| All | -40.5% | +36.6% | -77.2% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling