-34.7%
ROL vs MCO
+9.9%
-44.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.9% | -2.1% | +1.4% |
| 7D | +14.6% | +10.7% | +3.9% | +11.4% |
| 30D | +29.3% | +17.9% | +11.4% | +23.9% |
| 3M | +2.0% | +9.5% | -7.5% | -0.6% |
| 6M | -28.5% | +18.1% | -46.6% | -30.9% |
| YTD | -35.3% | +4.1% | -39.4% | -36.3% |
| 1Y | -34.7% | +9.3% | -44.0% | -36.6% |
| All | -34.7% | +9.9% | -44.6% | -36.6% |
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