+1,609.0%
GE vs MCO
+7,398.7%
-5,789.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.3% |
| 7D | -1.2% | -3.1% | +1.9% | 0.0% |
| 30D | -11.3% | -0.5% | -10.7% | -11.2% |
| 3M | -1.4% | +5.7% | -7.1% | -4.2% |
| 6M | +1.2% | +3.0% | -1.8% | -0.8% |
| YTD | +5.9% | -6.5% | +12.4% | +7.2% |
| 1Y | +18.4% | -5.8% | +24.2% | +18.9% |
| 3Y | +271.0% | +43.1% | +227.9% | +212.4% |
| 5Y | +417.9% | +29.5% | +388.5% | +347.5% |
| 10Y | +152.0% | +388.8% | -236.9% | +26.4% |
| All | +1,609.0% | +7,398.7% | -5,789.7% | +167.0% |
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