-43.8%
ILMN vs MCO
+36.6%
-80.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.1% |
| 3M | +7.5% | +4.3% | +3.2% | +3.4% |
| 6M | +42.8% | +16.5% | +26.3% | +25.6% |
| YTD | +57.8% | +0.1% | +57.7% | +53.4% |
| 1Y | +72.6% | +4.4% | +68.2% | +62.1% |
| 3Y | +129.3% | +51.6% | +77.8% | +51.0% |
| All | -43.8% | +36.6% | -80.5% | -61.7% |
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