+80.2%
ALB vs MCO
+385.7%
-305.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.1% |
| 7D | -7.6% | -7.3% | -0.3% | -3.4% |
| 30D | -5.6% | -1.7% | -3.9% | -4.9% |
| 3M | -16.8% | +3.9% | -20.8% | -19.7% |
| 6M | -26.3% | +3.8% | -30.1% | -29.1% |
| YTD | -13.2% | -7.9% | -5.3% | -11.6% |
| 1Y | +68.8% | -6.8% | +75.6% | +69.7% |
| 3Y | -30.7% | +40.9% | -71.6% | -47.0% |
| 5Y | -46.3% | +27.5% | -73.8% | -56.9% |
| All | +80.2% | +385.7% | -305.5% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling