+8.6%
ALB vs MCO
+9.9%
-1.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.9% | +0.4% | +5.3% |
| 7D | -2.1% | +10.7% | -12.8% | -1.9% |
| 30D | -9.0% | +17.9% | -26.9% | -8.9% |
| 3M | -21.1% | +9.5% | -30.6% | -20.9% |
| 6M | -49.9% | +18.1% | -68.0% | -50.0% |
| YTD | -32.3% | +4.1% | -36.4% | -33.2% |
| 1Y | +8.6% | +9.3% | -0.7% | +5.7% |
| All | +8.6% | +9.9% | -1.3% | +5.7% |
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