+45.0%
BBY vs MCO
+42.6%
+2.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.3% |
| 7D | +0.6% | -3.8% | +4.4% | +2.5% |
| 30D | +9.4% | -0.4% | +9.8% | +9.4% |
| 3M | +19.3% | +7.7% | +11.6% | +14.6% |
| 6M | +47.9% | +7.0% | +40.9% | +41.9% |
| YTD | +39.6% | -6.4% | +46.0% | +42.9% |
| 1Y | +22.2% | -7.6% | +29.8% | +25.8% |
| 3Y | +45.0% | +43.2% | +1.7% | +19.7% |
| All | +45.0% | +42.6% | +2.4% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling