+38.6%
GILD vs MCO
+5.6%
+33.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | -2.2% | +2.4% | -4.6% | -2.5% |
| 30D | +13.6% | +12.5% | +1.2% | +12.2% |
| 3M | +28.3% | +7.1% | +21.1% | +27.2% |
| 6M | +23.9% | +13.2% | +10.7% | +23.2% |
| YTD | +38.4% | -0.4% | +38.8% | +38.9% |
| 1Y | +38.6% | +5.8% | +32.8% | +36.8% |
| All | +38.6% | +5.6% | +33.0% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling