+2,684.6%
RCL vs MCO
+7,504.3%
-4,819.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +1.1% |
| 7D | -0.5% | -2.7% | +2.3% | +1.0% |
| 30D | -17.3% | +0.9% | -18.3% | -17.9% |
| 3M | -2.8% | +8.7% | -11.4% | -7.8% |
| 6M | -4.4% | +2.4% | -6.8% | -6.6% |
| YTD | -4.2% | -5.2% | +1.0% | -3.3% |
| 1Y | -23.4% | -4.4% | -19.0% | -23.2% |
| 3Y | +179.4% | +45.1% | +134.3% | +122.2% |
| 5Y | +238.8% | +31.5% | +207.3% | +184.6% |
| 10Y | +350.2% | +380.7% | -30.5% | +97.1% |
| All | +2,684.6% | +7,504.3% | -4,819.6% | +339.1% |
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 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