+5,293.5%
MTZ vs MCO
+7,930.1%
-2,636.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.6% |
| 3M | -36.1% | +4.3% | -40.4% | -38.0% |
| 6M | -56.9% | +16.5% | -73.3% | -60.7% |
| YTD | -15.9% | +0.1% | -16.1% | -19.1% |
| 1Y | -3.8% | +4.4% | -8.3% | -9.4% |
| 3Y | +272.3% | +51.6% | +220.7% | +194.9% |
| 5Y | +91.1% | +36.7% | +54.4% | +56.0% |
| 10Y | +426.0% | +455.7% | -29.7% | +126.1% |
| All | +5,293.5% | +7,930.1% | -2,636.6% | +460.7% |
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 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