-20.7%
MDLN vs MCO
-2.8%
-17.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -11.1% | -3.8% | -7.3% | -9.8% |
| 30D | -8.4% | -0.4% | -8.0% | -8.2% |
| 3M | -12.4% | +7.7% | -20.1% | -13.9% |
| 6M | -23.3% | +7.0% | -30.2% | -24.5% |
| YTD | -22.5% | -6.4% | -16.1% | -22.8% |
| All | -20.7% | -2.8% | -17.9% | -20.9% |
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