-2.5%
IBM vs MCO
+0.4%
-2.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.2% |
| 7D | -0.3% | -4.2% | +3.9% | +1.9% |
| 30D | +0.3% | +2.2% | -1.9% | -1.1% |
| 3M | -21.6% | +10.1% | -31.7% | -25.9% |
| 6M | -4.7% | +5.3% | -10.0% | -7.9% |
| YTD | -19.1% | -2.7% | -16.3% | -18.8% |
| 1Y | -2.5% | -0.4% | -2.1% | -3.2% |
| All | -2.5% | +0.4% | -2.9% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling