+173.5%
RCL vs MCO
+42.5%
+131.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.0% |
| 7D | -2.2% | -3.1% | +1.0% | -0.5% |
| 30D | -15.7% | -0.5% | -15.1% | -15.5% |
| 3M | -8.0% | +5.7% | -13.7% | -11.8% |
| 6M | -10.1% | +3.0% | -13.2% | -12.6% |
| YTD | -5.9% | -6.5% | +0.6% | -3.2% |
| 1Y | -23.5% | -5.8% | -17.7% | -22.0% |
| All | +173.5% | +42.5% | +131.0% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling