+78.9%
INFY vs MCO
+393.6%
-314.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +0.7% |
| 7D | -5.4% | -3.8% | -1.6% | -3.7% |
| 30D | -9.9% | -0.4% | -9.5% | -9.7% |
| 3M | -4.6% | +7.7% | -12.3% | -7.5% |
| 6M | -18.5% | +7.0% | -25.4% | -20.8% |
| YTD | -36.5% | -6.4% | -30.1% | -34.9% |
| 1Y | -32.8% | -7.6% | -25.1% | -30.8% |
| 3Y | -32.2% | +43.2% | -75.4% | -43.8% |
| 5Y | -44.7% | +29.6% | -74.2% | -53.0% |
| All | +78.9% | +393.6% | -314.7% | -4.4% |
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