+478.1%
GLW vs MCO
+42.5%
+435.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.6% |
| 7D | +16.9% | -3.1% | +20.0% | +17.0% |
| 30D | +7.0% | -0.5% | +7.5% | +6.8% |
| 3M | -3.0% | +5.7% | -8.7% | -4.7% |
| 6M | +31.0% | +3.0% | +28.0% | +29.1% |
| YTD | +93.4% | -6.5% | +99.9% | +95.9% |
| 1Y | +134.7% | -5.8% | +140.5% | +135.7% |
| All | +478.1% | +42.5% | +435.6% | +366.7% |
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