+849.4%
BAC vs MCO
+7,930.1%
-7,080.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +3.2% | +0.5% | +2.7% | +2.9% |
| 30D | -0.7% | +9.8% | -10.5% | -6.2% |
| 3M | -20.0% | +4.3% | -24.3% | -22.3% |
| 6M | +3.4% | +16.5% | -13.0% | -6.6% |
| YTD | -5.7% | +0.1% | -5.9% | -8.2% |
| 1Y | -1.4% | +4.4% | -5.9% | -6.5% |
| 3Y | +97.9% | +51.6% | +46.3% | +48.0% |
| 5Y | +22.9% | +36.7% | -13.8% | -5.1% |
| 10Y | +235.3% | +455.7% | -220.3% | +6.8% |
| All | +849.4% | +7,930.1% | -7,080.7% | -12.4% |
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