+123.9%
AAPL vs MCO
+26.6%
+97.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.4% |
| 7D | -0.5% | -7.3% | +6.8% | +3.5% |
| 30D | +7.1% | -1.7% | +8.8% | +7.9% |
| 3M | +12.1% | +3.9% | +8.2% | +9.5% |
| 6M | +25.4% | +3.8% | +21.6% | +21.9% |
| YTD | +20.5% | -7.9% | +28.4% | +23.8% |
| 1Y | +44.5% | -6.8% | +51.4% | +46.9% |
| 3Y | +85.8% | +40.9% | +44.8% | +42.5% |
| All | +123.9% | +26.6% | +97.3% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling