+5,362.0%
MTZ vs MCO
+7,904.2%
-2,542.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.4% |
| 7D | +16.5% | -1.7% | +18.2% | +17.3% |
| 30D | -10.2% | +9.1% | -19.3% | -14.3% |
| 3M | -34.2% | +6.2% | -40.4% | -36.7% |
| 6M | -56.0% | +12.6% | -68.6% | -59.3% |
| YTD | -14.8% | -0.2% | -14.7% | -17.9% |
| 1Y | -7.2% | +4.1% | -11.3% | -12.4% |
| 3Y | +275.8% | +50.6% | +225.1% | +198.5% |
| 5Y | +93.5% | +36.2% | +57.3% | +58.2% |
| 10Y | +432.7% | +453.9% | -21.2% | +129.3% |
| All | +5,362.0% | +7,904.2% | -2,542.2% | +468.7% |
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