+1,145.9%
DELL vs MCO
+28.6%
+1,117.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.4% | +11.2% |
| 7D | +8.2% | -3.8% | +12.0% | +10.3% |
| 30D | +17.1% | -0.4% | +17.5% | +17.1% |
| 3M | +45.2% | +7.7% | +37.4% | +38.1% |
| 6M | +286.8% | +7.0% | +279.8% | +267.5% |
| YTD | +354.8% | -6.4% | +361.2% | +360.9% |
| 1Y | +358.3% | -7.6% | +365.9% | +365.9% |
| 3Y | +724.9% | +43.2% | +681.7% | +548.9% |
| All | +1,145.9% | +28.6% | +1,117.3% | +862.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling