+147.5%
GE vs MCO
+393.6%
-246.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.0% |
| 7D | -4.0% | -3.8% | -0.2% | -2.1% |
| 30D | -11.4% | -0.4% | -11.0% | -11.4% |
| 3M | -2.6% | +7.7% | -10.3% | -6.9% |
| 6M | -0.3% | +7.0% | -7.3% | -4.7% |
| YTD | +5.4% | -6.4% | +11.8% | +6.9% |
| 1Y | +15.5% | -7.6% | +23.2% | +17.3% |
| 3Y | +260.8% | +43.2% | +217.5% | +186.2% |
| 5Y | +421.6% | +29.6% | +392.1% | +326.9% |
| All | +147.5% | +393.6% | -246.1% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling