+1,643.3%
PLD vs MCO
+5,961.0%
-4,317.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.3% |
| 7D | 0.0% | -1.7% | +1.7% | +0.9% |
| 30D | -3.7% | +9.1% | -12.9% | -8.3% |
| 3M | -7.9% | +6.2% | -14.2% | -11.3% |
| 6M | -9.2% | +12.6% | -21.9% | -15.7% |
| YTD | +3.1% | -0.2% | +3.2% | +0.3% |
| 1Y | +6.2% | +4.1% | +2.1% | +1.0% |
| 3Y | +35.4% | +50.6% | -15.2% | +4.4% |
| 5Y | +0.1% | +36.2% | -36.1% | -19.7% |
| 10Y | +268.0% | +453.9% | -185.9% | +35.7% |
| All | +1,643.3% | +5,961.0% | -4,317.7% | +163.0% |
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