-6.6%
IBM vs MCO
-7.2%
+0.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -1.7% |
| 7D | -0.3% | -7.3% | +7.0% | +3.7% |
| 30D | -1.8% | -1.7% | -0.1% | -1.3% |
| 3M | -13.5% | +3.9% | -17.4% | -15.7% |
| 6M | -5.1% | +3.8% | -8.9% | -7.5% |
| YTD | -19.4% | -7.9% | -11.5% | -16.8% |
| All | -6.6% | -7.2% | +0.6% | -5.4% |
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