+19.9%
MDT vs MCO
+9.9%
+10.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.9% | +1.3% | +4.9% |
| 7D | +10.7% | +10.7% | 0.0% | +8.1% |
| 30D | +19.3% | +17.9% | +1.4% | +15.0% |
| 3M | +22.8% | +9.5% | +13.3% | +20.0% |
| 6M | +36.4% | +18.1% | +18.3% | +32.0% |
| YTD | +12.1% | +4.1% | +7.9% | +8.6% |
| 1Y | +19.9% | +9.3% | +10.6% | +15.0% |
| All | +19.9% | +9.9% | +10.0% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling