+4,521.4%
DELL vs MCO
+394.7%
+4,126.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -4.5% |
| 7D | -1.9% | -7.3% | +5.4% | +2.1% |
| 30D | +14.9% | -1.7% | +16.6% | +15.7% |
| 3M | +37.2% | +3.9% | +33.3% | +32.5% |
| 6M | +254.0% | +3.8% | +250.2% | +240.4% |
| YTD | +306.1% | -7.9% | +314.0% | +313.3% |
| 1Y | +312.3% | -6.8% | +319.1% | +314.5% |
| 3Y | +654.0% | +40.9% | +613.1% | +494.2% |
| 5Y | +1,055.3% | +27.5% | +1,027.8% | +839.0% |
| 10Y | +3,948.9% | +381.4% | +3,567.5% | +1,563.3% |
| All | +4,521.4% | +394.7% | +4,126.7% | +1,763.7% |
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 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