+2,246.3%
MDT vs MCO
+7,404.7%
-5,158.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | -3.4% | -3.8% | +0.4% | -2.4% |
| 30D | +0.2% | -0.4% | +0.6% | +0.3% |
| 3M | +14.3% | +7.7% | +6.5% | +11.8% |
| 6M | +4.0% | +7.0% | -3.0% | +1.8% |
| YTD | -3.7% | -6.4% | +2.7% | -2.7% |
| 1Y | -0.4% | -7.6% | +7.3% | +0.8% |
| 3Y | +23.3% | +43.2% | -19.9% | +9.4% |
| 5Y | -18.9% | +29.6% | -48.4% | -27.0% |
| 10Y | +39.2% | +389.2% | -350.1% | -11.9% |
| All | +2,246.3% | +7,404.7% | -5,158.4% | +584.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling