+252.1%
INTC vs MCO
+393.6%
-141.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.8% |
| 7D | +7.5% | -3.8% | +11.2% | +9.5% |
| 30D | +2.0% | -0.4% | +2.4% | +1.7% |
| 3M | -12.0% | +7.7% | -19.7% | -17.1% |
| 6M | +114.5% | +7.0% | +107.6% | +101.2% |
| YTD | +179.0% | -6.4% | +185.4% | +179.2% |
| 1Y | +318.3% | -7.6% | +325.9% | +317.3% |
| 3Y | +171.2% | +43.2% | +128.0% | +107.0% |
| 5Y | +107.6% | +29.6% | +78.0% | +63.9% |
| All | +252.1% | +393.6% | -141.5% | +38.1% |
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