-10.0%
ABT vs MCO
+26.6%
-36.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | -5.0% | -7.3% | +2.3% | -2.5% |
| 30D | -5.8% | -1.7% | -4.1% | -5.3% |
| 3M | +16.7% | +3.9% | +12.8% | +15.1% |
| 6M | -5.2% | +3.8% | -9.1% | -6.7% |
| YTD | -16.0% | -7.9% | -8.1% | -14.3% |
| 1Y | -18.3% | -6.8% | -11.4% | -17.2% |
| 3Y | +9.2% | +40.9% | -31.7% | -8.7% |
| All | -10.0% | +26.6% | -36.6% | -25.4% |
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