-1.0%
ALAB vs MCO
+14.2%
-15.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.3% |
| 7D | +16.3% | +0.5% | +15.8% | +16.7% |
| 30D | -26.1% | +9.8% | -35.9% | -17.6% |
| 3M | -31.3% | +4.3% | -35.5% | -27.4% |
| 6M | -1.0% | +16.5% | -17.5% | +37.8% |
| All | -1.0% | +14.2% | -15.2% | +37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling