-24.5%
ADSK vs MCO
+28.6%
-53.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | -0.9% |
| 7D | -2.5% | -3.8% | +1.2% | +0.4% |
| 30D | -14.9% | -0.4% | -14.5% | -14.6% |
| 3M | +3.3% | +7.7% | -4.4% | -2.6% |
| 6M | -15.7% | +7.0% | -22.6% | -19.8% |
| YTD | -28.2% | -6.4% | -21.8% | -25.0% |
| 1Y | -34.5% | -7.6% | -26.9% | -31.3% |
| 3Y | -2.9% | +43.2% | -46.1% | -32.6% |
| All | -24.5% | +28.6% | -53.1% | -46.3% |
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