+2,853.2%
GLW vs MCO
+7,504.3%
-4,651.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.5% | +10.0% | +8.5% |
| 7D | +14.0% | -2.7% | +16.7% | +15.1% |
| 30D | +0.4% | +0.9% | -0.6% | -0.4% |
| 3M | -11.3% | +8.7% | -20.0% | -15.7% |
| 6M | +35.1% | +2.4% | +32.6% | +30.3% |
| YTD | +90.5% | -5.2% | +95.7% | +87.9% |
| 1Y | +132.0% | -4.4% | +136.4% | +126.6% |
| 3Y | +463.3% | +45.1% | +418.2% | +360.1% |
| 5Y | +382.5% | +31.5% | +351.0% | +303.9% |
| 10Y | +837.6% | +380.7% | +456.9% | +368.9% |
| All | +2,853.2% | +7,504.3% | -4,651.1% | +373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling