+123.2%
GLW vs MCO
+0.4%
+122.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +4.4% |
| 7D | +3.8% | -4.2% | +7.9% | +1.2% |
| 30D | -1.3% | +2.2% | -3.5% | +0.3% |
| 3M | -21.8% | +10.1% | -31.9% | -16.6% |
| 6M | +6.9% | +5.3% | +1.6% | +13.3% |
| YTD | +77.2% | -2.7% | +79.9% | +83.5% |
| 1Y | +123.2% | -0.4% | +123.6% | +133.0% |
| All | +123.2% | +0.4% | +122.9% | +133.0% |
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 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