-33.7%
ALB vs MCO
+42.6%
-76.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.1% | -4.2% |
| 7D | -6.6% | -3.8% | -2.9% | -5.1% |
| 30D | -8.1% | -0.4% | -7.7% | -8.1% |
| 3M | -25.7% | +7.7% | -33.4% | -29.0% |
| 6M | -29.5% | +7.0% | -36.4% | -32.7% |
| YTD | -16.2% | -6.4% | -9.8% | -15.0% |
| 1Y | +59.2% | -7.6% | +66.9% | +62.4% |
| 3Y | -33.7% | +43.2% | -77.0% | -52.7% |
| All | -33.7% | +42.6% | -76.3% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling