-67.0%
BAX vs MCO
+26.7%
-93.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.3% |
| 7D | -5.4% | -7.3% | +1.9% | -2.9% |
| 30D | -12.4% | -1.7% | -10.7% | -11.9% |
| 3M | +19.1% | +3.9% | +15.2% | +17.7% |
| 6M | +38.6% | +3.8% | +34.8% | +36.7% |
| YTD | +26.7% | -7.9% | +34.6% | +29.5% |
| 1Y | +1.0% | -6.8% | +7.9% | +2.5% |
| 3Y | -33.9% | +40.9% | -74.8% | -42.1% |
| 5Y | -67.0% | +27.5% | -94.5% | -72.4% |
| All | -67.0% | +26.7% | -93.8% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling