+656.9%
BAX vs MCO
+7,698.6%
-7,041.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.5% |
| 7D | -1.1% | -4.2% | +3.0% | -0.1% |
| 30D | -5.5% | +2.2% | -7.6% | -6.0% |
| 3M | +33.5% | +10.1% | +23.4% | +30.4% |
| 6M | +35.9% | +5.3% | +30.6% | +34.0% |
| YTD | +35.4% | -2.7% | +38.1% | +35.6% |
| 1Y | +9.8% | -0.4% | +10.1% | +9.1% |
| 3Y | -32.7% | +49.0% | -81.8% | -39.7% |
| 5Y | -65.6% | +33.6% | -99.2% | -68.7% |
| 10Y | -34.9% | +395.3% | -430.2% | -56.5% |
| All | +656.9% | +7,698.6% | -7,041.7% | +144.5% |
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