+636.7%
DELL vs MCO
+40.3%
+596.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -4.7% |
| 7D | -1.9% | -7.3% | +5.4% | +1.1% |
| 30D | +14.9% | -1.7% | +16.6% | +15.4% |
| 3M | +37.2% | +3.9% | +33.3% | +32.9% |
| 6M | +254.0% | +3.8% | +250.2% | +241.9% |
| YTD | +306.1% | -7.9% | +314.0% | +317.1% |
| 1Y | +312.3% | -6.8% | +319.1% | +317.9% |
| All | +636.7% | +40.3% | +596.4% | +507.1% |
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