+135.9%
GOOGL vs MCO
+26.6%
+109.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.4% |
| 7D | -2.8% | -7.3% | +4.5% | +1.0% |
| 30D | -3.2% | -1.7% | -1.5% | -2.4% |
| 3M | -6.6% | +3.9% | -10.5% | -8.8% |
| 6M | +8.5% | +3.8% | +4.6% | +5.6% |
| YTD | +6.5% | -7.9% | +14.4% | +9.6% |
| 1Y | +39.4% | -6.8% | +46.3% | +41.7% |
| 3Y | +146.2% | +40.9% | +105.3% | +85.5% |
| All | +135.9% | +26.6% | +109.3% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling