-0.9%
GD vs MCO
+6.4%
-7.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.3% |
| 7D | -5.3% | -4.2% | -1.1% | -4.4% |
| 30D | -6.4% | +2.2% | -8.6% | -6.8% |
| 3M | +5.7% | +10.1% | -4.4% | +3.0% |
| 6M | -0.9% | +5.3% | -6.2% | -3.4% |
| All | -0.9% | +6.4% | -7.4% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling