+64.9%
ALB vs MCO
-7.2%
+72.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -3.0% |
| 7D | -7.6% | -7.3% | -0.3% | -7.5% |
| 30D | -5.6% | -1.7% | -3.9% | -5.5% |
| 3M | -16.8% | +3.9% | -20.8% | -17.1% |
| 6M | -26.3% | +3.8% | -30.1% | -26.6% |
| YTD | -13.2% | -7.9% | -5.3% | -14.1% |
| All | +64.9% | -7.2% | +72.1% | +62.9% |
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