-30.2%
RIG vs MCO
+42.6%
-72.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -2.2% |
| 7D | -3.1% | -3.8% | +0.7% | -2.1% |
| 30D | -0.5% | -0.4% | -0.1% | -0.6% |
| 3M | -6.0% | +7.7% | -13.7% | -9.0% |
| 6M | -10.1% | +7.0% | -17.1% | -13.3% |
| YTD | +37.3% | -6.4% | +43.7% | +38.5% |
| 1Y | +73.9% | -7.6% | +81.6% | +76.0% |
| 3Y | -30.2% | +43.2% | -73.4% | -43.3% |
| All | -30.2% | +42.6% | -72.8% | -43.3% |
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