+13,193.3%
GOOGL vs MCO
+1,667.5%
+11,525.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.7% |
| 7D | -1.9% | -3.1% | +1.3% | -0.7% |
| 30D | -7.5% | -0.5% | -6.9% | -7.3% |
| 3M | -9.2% | +5.7% | -14.9% | -11.3% |
| 6M | +8.1% | +3.0% | +5.0% | +6.4% |
| YTD | +5.8% | -6.5% | +12.3% | +7.5% |
| 1Y | +38.3% | -5.8% | +44.1% | +39.5% |
| 3Y | +144.8% | +43.1% | +101.6% | +107.1% |
| 5Y | +132.5% | +29.5% | +103.1% | +103.7% |
| 10Y | +746.7% | +388.8% | +357.9% | +361.2% |
| All | +13,193.3% | +1,667.5% | +11,525.8% | +4,094.3% |
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