+6.2%
PLD vs MCO
+3.3%
+2.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | 0.0% | -1.7% | +1.7% | +0.1% |
| 30D | -3.7% | +9.1% | -12.9% | -4.2% |
| 3M | -7.9% | +6.2% | -14.2% | -8.1% |
| 6M | -9.2% | +12.6% | -21.9% | -9.3% |
| YTD | +3.1% | -0.2% | +3.2% | +2.2% |
| 1Y | +6.2% | +4.1% | +2.1% | +4.8% |
| All | +6.2% | +3.3% | +2.9% | +4.8% |
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 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