+61.5%
ALB vs MCO
+0.4%
+61.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -4.4% |
| 7D | -8.1% | -4.2% | -3.9% | -7.9% |
| 30D | +6.3% | +2.2% | +4.1% | +6.3% |
| 3M | -23.6% | +10.1% | -33.7% | -23.9% |
| 6M | -24.6% | +5.3% | -29.9% | -25.0% |
| YTD | -10.3% | -2.7% | -7.5% | -11.2% |
| 1Y | +61.5% | -0.4% | +61.8% | +59.0% |
| All | +61.5% | +0.4% | +61.1% | +59.0% |
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