+98.1%
INTC vs MCO
+26.6%
+71.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -4.9% |
| 7D | +9.4% | -7.3% | +16.8% | +12.9% |
| 30D | +2.7% | -1.7% | +4.4% | +2.9% |
| 3M | -6.3% | +3.9% | -10.2% | -9.8% |
| 6M | +114.5% | +3.8% | +110.6% | +105.2% |
| YTD | +171.9% | -7.9% | +179.8% | +174.9% |
| 1Y | +305.0% | -6.8% | +311.9% | +301.9% |
| 3Y | +168.3% | +40.9% | +127.4% | +107.2% |
| All | +98.1% | +26.6% | +71.5% | +46.4% |
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 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