+1,873.2%
MMM vs MCO
+7,930.1%
-6,056.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | +12.1% | +9.8% | +2.3% | +9.1% |
| 3M | +1.4% | +4.3% | -2.9% | +0.1% |
| 6M | +26.6% | +16.5% | +10.1% | +20.5% |
| YTD | +16.8% | +0.1% | +16.7% | +15.5% |
| 1Y | +10.1% | +4.4% | +5.6% | +7.4% |
| 3Y | +158.4% | +51.6% | +106.8% | +125.5% |
| 5Y | +43.1% | +36.7% | +6.4% | +27.0% |
| 10Y | +74.2% | +455.7% | -381.5% | +2.5% |
| All | +1,873.2% | +7,930.1% | -6,056.9% | +448.3% |
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