+398.0%
MTZ vs MCO
+453.0%
-55.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +5.0% | +0.5% | +4.5% | +4.8% |
| 30D | -6.0% | +9.8% | -15.8% | -11.3% |
| 3M | -36.1% | +4.3% | -40.4% | -38.3% |
| 6M | -56.9% | +16.5% | -73.3% | -61.5% |
| YTD | -15.9% | +0.1% | -16.1% | -19.5% |
| 1Y | -3.8% | +4.4% | -8.3% | -10.4% |
| 3Y | +272.3% | +51.6% | +220.7% | +175.5% |
| 5Y | +91.1% | +36.7% | +54.4% | +46.2% |
| All | +398.0% | +453.0% | -55.0% | +86.8% |
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