+755.6%
GOOGL vs MCO
+393.6%
+361.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +0.9% |
| 7D | 0.0% | -3.8% | +3.8% | +2.0% |
| 30D | -1.4% | -0.4% | -1.0% | -1.3% |
| 3M | -5.3% | +7.7% | -13.1% | -9.3% |
| 6M | +9.8% | +7.0% | +2.8% | +5.2% |
| YTD | +8.4% | -6.4% | +14.8% | +10.5% |
| 1Y | +41.2% | -7.6% | +48.8% | +44.1% |
| 3Y | +149.6% | +43.2% | +106.3% | +93.0% |
| 5Y | +142.6% | +29.6% | +113.0% | +95.4% |
| All | +755.6% | +393.6% | +361.9% | +238.8% |
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