+400.4%
ALAB vs MCO
+29.6%
+370.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.1% | +11.9% | +10.2% |
| 7D | +7.2% | -4.2% | +11.4% | +8.1% |
| 30D | -2.5% | +2.2% | -4.7% | -3.1% |
| 3M | -13.3% | +10.1% | -23.4% | -16.5% |
| 6M | +172.8% | +5.3% | +167.6% | +166.1% |
| YTD | +86.6% | -2.7% | +89.3% | +86.3% |
| 1Y | +65.2% | -0.4% | +65.5% | +61.6% |
| All | +400.4% | +29.6% | +370.8% | +357.5% |
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