+628.5%
BAX vs MCO
+7,504.3%
-6,875.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.1% |
| 7D | -2.4% | -2.7% | +0.3% | -1.8% |
| 30D | -9.7% | +0.9% | -10.7% | -9.9% |
| 3M | +29.3% | +8.7% | +20.6% | +26.7% |
| 6M | +40.7% | +2.4% | +38.2% | +39.7% |
| YTD | +30.3% | -5.2% | +35.4% | +31.4% |
| 1Y | +3.4% | -4.4% | +7.8% | +3.9% |
| 3Y | -32.0% | +45.1% | -77.1% | -38.6% |
| 5Y | -66.9% | +31.5% | -98.4% | -69.8% |
| 10Y | -37.1% | +380.7% | -417.8% | -57.6% |
| All | +628.5% | +7,504.3% | -6,875.8% | +136.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling