+1,066.4%
BAC vs MCO
+7,698.6%
-6,632.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +1.2% |
| 7D | +1.1% | -4.2% | +5.2% | +3.6% |
| 30D | -0.4% | +2.2% | -2.6% | -1.9% |
| 3M | +16.9% | +10.1% | +6.8% | +9.7% |
| 6M | +26.6% | +5.3% | +21.4% | +21.5% |
| YTD | +15.8% | -2.7% | +18.5% | +15.1% |
| 1Y | +27.2% | -0.4% | +27.6% | +24.0% |
| 3Y | +132.4% | +49.0% | +83.4% | +76.0% |
| 5Y | +72.6% | +33.6% | +38.9% | +34.9% |
| 10Y | +389.7% | +395.3% | -5.6% | +67.2% |
| All | +1,066.4% | +7,698.6% | -6,632.2% | +9.9% |
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 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