+4,351.1%
ITW vs MCO
+7,404.7%
-3,053.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.5% |
| 7D | -0.7% | -3.8% | +3.0% | +0.7% |
| 30D | -8.3% | -0.4% | -7.9% | -8.3% |
| 3M | +6.0% | +7.7% | -1.7% | +2.9% |
| 6M | 0.0% | +7.0% | -7.0% | -3.1% |
| YTD | +10.2% | -6.4% | +16.6% | +11.2% |
| 1Y | +3.2% | -7.6% | +10.9% | +4.4% |
| 3Y | +21.0% | +43.2% | -22.3% | +3.1% |
| 5Y | +37.9% | +29.6% | +8.4% | +20.2% |
| 10Y | +193.2% | +389.2% | -196.0% | +58.1% |
| All | +4,351.1% | +7,404.7% | -3,053.6% | +788.5% |
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