+4,764.0%
INTC vs MCO
+7,398.7%
-2,634.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.2% |
| 7D | +18.0% | -3.1% | +21.1% | +19.3% |
| 30D | +8.9% | -0.5% | +9.5% | +8.8% |
| 3M | -1.6% | +5.7% | -7.3% | -5.1% |
| 6M | +133.1% | +3.0% | +130.1% | +126.0% |
| YTD | +187.9% | -6.5% | +194.4% | +188.3% |
| 1Y | +334.7% | -5.8% | +340.5% | +330.6% |
| 3Y | +184.2% | +43.1% | +141.1% | +138.7% |
| 5Y | +116.0% | +29.5% | +86.5% | +86.8% |
| 10Y | +270.0% | +388.8% | -118.9% | +94.4% |
| All | +4,764.0% | +7,398.7% | -2,634.7% | +683.7% |
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 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