+13,245.4%
GOOG vs MCO
+1,640.6%
+11,604.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | -2.5% | -7.3% | +4.8% | +0.4% |
| 30D | -3.6% | -1.7% | -1.9% | -3.0% |
| 3M | -6.4% | +3.9% | -10.3% | -8.0% |
| 6M | +7.8% | +3.8% | +4.0% | +5.7% |
| YTD | +5.5% | -7.9% | +13.4% | +7.7% |
| 1Y | +38.3% | -6.8% | +45.1% | +40.0% |
| 3Y | +143.1% | +40.9% | +102.2% | +106.8% |
| 5Y | +135.0% | +27.5% | +107.5% | +107.0% |
| 10Y | +778.1% | +381.4% | +396.7% | +380.5% |
| All | +13,245.4% | +1,640.6% | +11,604.8% | +4,131.4% |
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