+737.1%
MTZ vs MCO
+385.7%
+351.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.7% |
| 7D | 0.0% | -7.3% | +7.3% | +4.0% |
| 30D | -14.8% | -1.7% | -13.1% | -14.5% |
| 3M | -30.8% | +3.9% | -34.7% | -33.4% |
| 6M | -22.6% | +3.8% | -26.4% | -26.2% |
| YTD | +6.8% | -7.9% | +14.7% | +7.9% |
| 1Y | +22.1% | -6.8% | +29.0% | +21.6% |
| 3Y | +153.1% | +40.9% | +112.2% | +96.1% |
| 5Y | +161.4% | +27.5% | +133.9% | +108.5% |
| All | +737.1% | +385.7% | +351.3% | +235.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling