+3,826.3%
BBY vs MCO
+7,284.8%
-3,458.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | +0.7% | -7.3% | +8.0% | +3.9% |
| 30D | +5.8% | -1.7% | +7.5% | +6.4% |
| 3M | +18.0% | +3.9% | +14.1% | +15.8% |
| 6M | +39.8% | +3.8% | +36.0% | +36.9% |
| YTD | +35.4% | -7.9% | +43.3% | +38.3% |
| 1Y | +21.4% | -6.8% | +28.2% | +23.1% |
| 3Y | +39.5% | +40.9% | -1.4% | +19.1% |
| 5Y | -0.5% | +27.5% | -28.0% | -12.5% |
| 10Y | +240.0% | +381.4% | -141.4% | +78.9% |
| All | +3,826.3% | +7,284.8% | -3,458.5% | +743.5% |
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