+56.0%
ILMN vs MCO
+453.0%
-397.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -2.9% | +0.5% | -3.4% | -3.2% |
| 30D | -23.8% | +9.8% | -33.6% | -28.6% |
| 3M | +7.5% | +4.3% | +3.2% | +3.7% |
| 6M | +42.8% | +16.5% | +26.3% | +27.4% |
| YTD | +57.8% | +0.1% | +57.7% | +53.5% |
| 1Y | +72.6% | +4.4% | +68.2% | +63.2% |
| 3Y | +129.3% | +51.6% | +77.8% | +66.4% |
| 5Y | -44.5% | +36.7% | -81.2% | -57.6% |
| All | +56.0% | +453.0% | -397.0% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling