+51.0%
HPQ vs MCO
+28.6%
+22.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.8% | +7.6% |
| 7D | +9.8% | -3.8% | +13.5% | +11.8% |
| 30D | +22.4% | -0.4% | +22.7% | +22.5% |
| 3M | +45.2% | +7.7% | +37.4% | +39.2% |
| 6M | +96.4% | +7.0% | +89.4% | +88.5% |
| YTD | +65.4% | -6.4% | +71.8% | +68.7% |
| 1Y | +31.6% | -7.6% | +39.2% | +34.8% |
| 3Y | +37.0% | +43.2% | -6.2% | +8.6% |
| All | +51.0% | +28.6% | +22.3% | +18.3% |
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 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