+2,784.2%
ALB vs MCO
+7,504.3%
-4,720.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.7% |
| 7D | -4.4% | -2.7% | -1.7% | -3.4% |
| 30D | -1.2% | +0.9% | -2.1% | -1.7% |
| 3M | -13.3% | +8.7% | -22.0% | -17.0% |
| 6M | -19.8% | +2.4% | -22.2% | -21.5% |
| YTD | -7.9% | -5.2% | -2.8% | -7.7% |
| 1Y | +60.2% | -4.4% | +64.5% | +59.3% |
| 3Y | -26.4% | +45.1% | -71.6% | -39.0% |
| 5Y | -42.5% | +31.5% | -74.0% | -50.3% |
| 10Y | +83.0% | +380.7% | -297.7% | -7.9% |
| All | +2,784.2% | +7,504.3% | -4,720.1% | +452.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling