+3,435.9%
ALNY vs MCO
+1,717.5%
+1,718.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.5% | -3.4% |
| 7D | -6.4% | -7.3% | +0.9% | -3.2% |
| 30D | +11.9% | -1.7% | +13.6% | +12.6% |
| 3M | -15.0% | +3.9% | -18.9% | -16.7% |
| 6M | -23.2% | +3.8% | -27.0% | -25.0% |
| YTD | -37.8% | -7.9% | -29.9% | -36.5% |
| 1Y | -47.3% | -6.8% | -40.4% | -46.7% |
| 3Y | +22.9% | +40.9% | -18.1% | +2.2% |
| 5Y | +30.6% | +27.5% | +3.1% | +11.3% |
| 10Y | +254.6% | +381.4% | -126.8% | +58.9% |
| All | +3,435.9% | +1,717.5% | +1,718.4% | +777.3% |
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