+160.3%
EBAY vs MCO
+42.6%
+117.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.0% |
| 7D | +4.2% | -3.8% | +8.0% | +5.6% |
| 30D | +5.6% | -0.4% | +6.0% | +5.7% |
| 3M | -1.4% | +7.7% | -9.1% | -4.4% |
| 6M | +18.2% | +7.0% | +11.2% | +14.6% |
| YTD | +24.8% | -6.4% | +31.3% | +26.8% |
| 1Y | +18.0% | -7.6% | +25.7% | +20.3% |
| 3Y | +160.3% | +43.2% | +117.0% | +126.8% |
| All | +160.3% | +42.6% | +117.7% | +126.8% |
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