-14.3%
MTZ vs MCO
+9.9%
-24.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +4.9% | -20.3% | -13.8% |
| 7D | -7.4% | +10.7% | -18.1% | -4.3% |
| 30D | -23.6% | +17.9% | -41.5% | -19.7% |
| 3M | -38.3% | +9.5% | -47.8% | -36.4% |
| 6M | -60.6% | +18.1% | -78.7% | -58.6% |
| YTD | -22.9% | +4.1% | -27.0% | -19.0% |
| 1Y | -14.3% | +9.3% | -23.6% | -8.7% |
| All | -14.3% | +9.9% | -24.2% | -8.7% |
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