+25.0%
PLD vs MCO
-7.0%
+32.0%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -2.8% | -7.3% | +4.5% | -2.2% |
| 30D | -3.6% | -1.7% | -1.9% | -3.5% |
| 3M | -7.1% | +3.9% | -11.0% | -6.9% |
| 6M | +0.2% | +3.8% | -3.6% | +0.2% |
| YTD | +6.9% | -7.9% | +14.8% | +7.5% |
| 1Y | +25.0% | -6.8% | +31.9% | +24.9% |
| All | +25.0% | -7.0% | +32.0% | +24.9% |
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