+14,235.7%
EBAY vs MCO
+6,022.8%
+8,212.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.1% |
| 7D | -0.8% | -7.3% | +6.5% | +2.4% |
| 30D | -0.6% | -1.7% | +1.1% | 0.0% |
| 3M | -1.0% | +3.9% | -4.9% | -3.0% |
| 6M | +16.3% | +3.8% | +12.5% | +13.6% |
| YTD | +21.7% | -7.9% | +29.6% | +24.7% |
| 1Y | +16.5% | -6.8% | +23.4% | +18.3% |
| 3Y | +154.2% | +40.9% | +113.2% | +112.9% |
| 5Y | +58.1% | +27.5% | +30.6% | +37.1% |
| 10Y | +273.5% | +381.4% | -107.9% | +77.0% |
| All | +14,235.7% | +6,022.8% | +8,212.9% | +1,141.5% |
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