-0.4%
ROL vs MCO
+40.3%
-40.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -3.2% | -7.3% | +4.1% | -1.0% |
| 30D | -6.6% | -1.7% | -4.9% | -6.2% |
| 3M | -27.3% | +3.9% | -31.2% | -28.0% |
| 6M | -38.1% | +3.8% | -41.9% | -38.8% |
| YTD | -41.8% | -7.9% | -33.9% | -40.5% |
| 1Y | -37.8% | -6.8% | -31.0% | -36.8% |
| All | -0.4% | +40.3% | -40.7% | -11.8% |
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