+2,681.0%
IBM vs MCO
+7,398.7%
-4,717.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.8% | +3.8% |
| 7D | +3.6% | -3.1% | +6.7% | +4.6% |
| 30D | +1.5% | -0.5% | +2.1% | +1.6% |
| 3M | -12.9% | +5.7% | -18.6% | -14.6% |
| 6M | -3.9% | +3.0% | -6.9% | -4.9% |
| YTD | -17.3% | -6.5% | -10.9% | -15.7% |
| 1Y | -5.0% | -5.8% | +0.8% | -3.6% |
| 3Y | +78.2% | +43.1% | +35.1% | +57.6% |
| 5Y | +120.6% | +29.5% | +91.2% | +96.8% |
| 10Y | +144.5% | +388.8% | -244.4% | +43.5% |
| All | +2,681.0% | +7,398.7% | -4,717.7% | +483.2% |
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 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