+123.0%
IBM vs MCO
+28.6%
+94.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +3.4% |
| 7D | +3.6% | -3.8% | +7.3% | +5.0% |
| 30D | +3.1% | -0.4% | +3.5% | +3.2% |
| 3M | -10.8% | +7.7% | -18.6% | -13.3% |
| 6M | -0.8% | +7.0% | -7.8% | -3.2% |
| YTD | -16.2% | -6.4% | -9.8% | -14.7% |
| 1Y | -2.9% | -7.6% | +4.8% | -0.9% |
| 3Y | +79.8% | +43.2% | +36.6% | +62.6% |
| All | +123.0% | +28.6% | +94.4% | +93.3% |
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