+2,533.6%
ADSK vs MCO
+7,284.8%
-4,751.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.2% |
| 7D | -10.9% | -7.3% | -3.6% | -7.4% |
| 30D | -15.9% | -1.7% | -14.2% | -15.1% |
| 3M | -4.4% | +3.9% | -8.3% | -6.1% |
| 6M | -16.6% | +3.8% | -20.5% | -17.9% |
| YTD | -28.5% | -7.9% | -20.6% | -25.6% |
| 1Y | -34.6% | -6.8% | -27.8% | -32.6% |
| 3Y | -3.5% | +40.9% | -44.4% | -19.6% |
| 5Y | -25.6% | +27.5% | -53.1% | -34.3% |
| 10Y | +216.6% | +381.4% | -164.8% | +52.9% |
| All | +2,533.6% | +7,284.8% | -4,751.2% | +221.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling