+4,404.4%
DELL vs MCO
+393.6%
+4,010.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.4% | +11.1% |
| 7D | +8.2% | -3.8% | +12.0% | +10.5% |
| 30D | +17.1% | -0.4% | +17.5% | +17.1% |
| 3M | +45.2% | +7.7% | +37.4% | +37.7% |
| 6M | +286.8% | +7.0% | +279.8% | +266.3% |
| YTD | +354.8% | -6.4% | +361.2% | +359.3% |
| 1Y | +358.3% | -7.6% | +365.9% | +364.0% |
| 3Y | +724.9% | +43.2% | +681.7% | +545.1% |
| 5Y | +1,193.7% | +29.6% | +1,164.1% | +943.5% |
| All | +4,404.4% | +393.6% | +4,010.8% | +1,761.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling