+136.4%
BAC vs MCO
+42.5%
+94.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.1% |
| 7D | +0.6% | -3.1% | +3.8% | +2.0% |
| 30D | -1.4% | -0.5% | -0.8% | -1.3% |
| 3M | +15.7% | +5.7% | +10.1% | +12.2% |
| 6M | +32.2% | +3.0% | +29.2% | +29.3% |
| YTD | +15.8% | -6.5% | +22.3% | +18.0% |
| 1Y | +27.3% | -5.8% | +33.0% | +28.7% |
| All | +136.4% | +42.5% | +94.0% | +79.1% |
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