+79.3%
ADI vs MCO
+9.9%
+69.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.9% | -8.1% | -2.7% |
| 7D | -5.1% | +10.7% | -15.8% | -4.2% |
| 30D | -3.1% | +17.9% | -21.0% | -1.8% |
| 3M | +7.1% | +9.5% | -2.3% | +8.1% |
| 6M | +2.9% | +18.1% | -15.1% | +3.8% |
| YTD | +51.1% | +4.1% | +47.0% | +58.3% |
| 1Y | +79.3% | +9.3% | +70.0% | +83.9% |
| All | +79.3% | +9.9% | +69.4% | +83.9% |
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