+1,335.7%
HPQ vs MCO
+7,398.7%
-6,063.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.5% |
| 7D | +2.2% | -3.1% | +5.4% | +3.4% |
| 30D | +9.7% | -0.5% | +10.3% | +9.9% |
| 3M | +32.7% | +5.7% | +27.0% | +29.4% |
| 6M | +77.7% | +3.0% | +74.7% | +74.7% |
| YTD | +51.0% | -6.5% | +57.5% | +53.1% |
| 1Y | +18.4% | -5.8% | +24.2% | +19.4% |
| 3Y | +25.6% | +43.1% | -17.5% | +7.1% |
| 5Y | +38.6% | +29.5% | +9.2% | +21.6% |
| 10Y | +226.1% | +388.8% | -162.7% | +77.3% |
| All | +1,335.7% | +7,398.7% | -6,063.0% | +173.9% |
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