+8,960.5%
ROK vs MCO
+7,398.7%
+1,561.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | +0.2% | -3.1% | +3.3% | +1.5% |
| 30D | -1.8% | -0.5% | -1.3% | -1.7% |
| 3M | -7.2% | +5.7% | -12.9% | -10.1% |
| 6M | +14.2% | +3.0% | +11.1% | +11.4% |
| YTD | +10.6% | -6.5% | +17.1% | +11.9% |
| 1Y | +25.9% | -5.8% | +31.7% | +26.5% |
| 3Y | +50.8% | +43.1% | +7.7% | +25.2% |
| 5Y | +47.0% | +29.5% | +17.6% | +26.4% |
| 10Y | +354.9% | +388.8% | -33.9% | +122.4% |
| All | +8,960.5% | +7,398.7% | +1,561.8% | +1,517.0% |
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