+77.7%
HPQ vs MCO
+2.6%
+75.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.3% |
| 7D | +2.2% | -3.1% | +5.4% | +3.1% |
| 30D | +9.7% | -0.5% | +10.3% | +9.8% |
| 3M | +32.7% | +5.7% | +27.0% | +29.8% |
| 6M | +77.7% | +3.0% | +74.7% | +70.1% |
| All | +77.7% | +2.6% | +75.1% | +70.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling