+61.9%
EBAY vs MCO
+28.6%
+33.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.8% |
| 7D | +4.2% | -3.8% | +8.0% | +6.1% |
| 30D | +5.6% | -0.4% | +6.0% | +5.8% |
| 3M | -1.4% | +7.7% | -9.1% | -5.6% |
| 6M | +18.2% | +7.0% | +11.2% | +13.1% |
| YTD | +24.8% | -6.4% | +31.3% | +27.5% |
| 1Y | +18.0% | -7.6% | +25.7% | +20.8% |
| 3Y | +160.3% | +43.2% | +117.0% | +100.0% |
| All | +61.9% | +28.6% | +33.3% | +18.6% |
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