-35.5%
RIG vs MCO
+7,284.8%
-7,320.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | -4.2% | -7.3% | +3.2% | -1.1% |
| 30D | -0.7% | -1.7% | +1.0% | -0.2% |
| 3M | -4.0% | +3.9% | -7.9% | -6.4% |
| 6M | -6.3% | +3.8% | -10.1% | -9.1% |
| YTD | +39.7% | -7.9% | +47.6% | +41.4% |
| 1Y | +78.1% | -6.8% | +84.9% | +78.7% |
| 3Y | -29.5% | +40.9% | -70.4% | -41.1% |
| 5Y | +65.3% | +27.5% | +37.8% | +42.1% |
| 10Y | -41.3% | +381.4% | -422.7% | -68.9% |
| All | -35.5% | +7,284.8% | -7,320.3% | -86.4% |
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