+105.9%
GILD vs MCO
+42.6%
+63.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -4.8% | -3.8% | -1.1% | -4.1% |
| 30D | +5.8% | -0.4% | +6.2% | +5.8% |
| 3M | +14.9% | +7.7% | +7.2% | +13.4% |
| 6M | -0.4% | +7.0% | -7.3% | -1.7% |
| YTD | +18.5% | -6.4% | +24.9% | +19.9% |
| 1Y | +25.1% | -7.6% | +32.8% | +26.8% |
| 3Y | +105.9% | +43.2% | +62.7% | +81.2% |
| All | +105.9% | +42.6% | +63.3% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling