+833.1%
GLW vs MCO
+385.7%
+447.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.5% |
| 7D | +11.7% | -7.3% | +19.1% | +15.5% |
| 30D | +2.7% | -1.7% | +4.4% | +2.9% |
| 3M | -2.8% | +3.9% | -6.7% | -6.7% |
| 6M | +20.2% | +3.8% | +16.3% | +14.1% |
| YTD | +87.3% | -7.9% | +95.2% | +86.8% |
| 1Y | +119.6% | -6.8% | +126.4% | +115.8% |
| 3Y | +453.7% | +40.9% | +412.7% | +321.1% |
| 5Y | +376.1% | +27.5% | +348.6% | +273.3% |
| All | +833.1% | +385.7% | +447.4% | +245.5% |
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