+4.6%
ABNB vs MCO
+26.6%
-22.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | 0.0% |
| 7D | -9.5% | -7.3% | -2.2% | -4.0% |
| 30D | -9.4% | -1.7% | -7.7% | -8.1% |
| 3M | +29.9% | +3.9% | +25.9% | +25.8% |
| 6M | +26.6% | +3.8% | +22.8% | +22.5% |
| YTD | +23.5% | -7.9% | +31.4% | +30.2% |
| 1Y | +35.8% | -6.8% | +42.7% | +40.9% |
| 3Y | +15.0% | +40.9% | -26.0% | -19.8% |
| All | +4.6% | +26.6% | -22.0% | -21.4% |
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 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