+331.2%
RCL vs MCO
+385.7%
-54.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.8% |
| 7D | -2.5% | -7.3% | +4.9% | +3.1% |
| 30D | -15.7% | -1.7% | -14.0% | -14.8% |
| 3M | -3.6% | +3.9% | -7.5% | -7.5% |
| 6M | -8.7% | +3.8% | -12.5% | -12.6% |
| YTD | -6.2% | -7.9% | +1.7% | -3.1% |
| 1Y | -22.9% | -6.8% | -16.0% | -21.4% |
| 3Y | +173.6% | +40.9% | +132.7% | +98.3% |
| 5Y | +226.6% | +27.5% | +199.1% | +150.9% |
| All | +331.2% | +385.7% | -54.5% | +54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling