+23.8%
ROK vs MCO
-5.7%
+29.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.5% |
| 7D | -1.2% | -3.8% | +2.5% | -0.9% |
| 30D | -4.8% | -0.4% | -4.4% | -4.8% |
| 3M | -6.1% | +7.7% | -13.8% | -7.3% |
| 6M | +15.5% | +7.0% | +8.5% | +13.9% |
| YTD | +11.2% | -6.4% | +17.6% | +11.2% |
| 1Y | +23.8% | -7.6% | +31.5% | +22.4% |
| All | +23.8% | -5.7% | +29.5% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling