+986.5%
ILMN vs MCO
+6,015.9%
-5,029.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | -23.8% | +9.8% | -33.6% | -27.5% |
| 3M | +7.5% | +4.3% | +3.2% | +4.7% |
| 6M | +42.8% | +16.5% | +26.3% | +31.3% |
| YTD | +57.8% | +0.1% | +57.7% | +54.9% |
| 1Y | +72.6% | +4.4% | +68.2% | +66.0% |
| 3Y | +129.3% | +51.6% | +77.8% | +84.1% |
| 5Y | -44.5% | +36.7% | -81.2% | -53.1% |
| 10Y | +54.5% | +455.7% | -401.1% | -28.9% |
| All | +986.5% | +6,015.9% | -5,029.4% | +116.3% |
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 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