+150.6%
JPM vs MCO
+26.6%
+124.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -2.3% | -7.3% | +5.0% | +0.6% |
| 30D | -2.3% | -1.7% | -0.6% | -1.8% |
| 3M | +14.9% | +3.9% | +11.0% | +12.6% |
| 6M | +23.6% | +3.8% | +19.8% | +20.8% |
| YTD | +11.3% | -7.9% | +19.2% | +13.7% |
| 1Y | +19.9% | -6.8% | +26.7% | +21.4% |
| 3Y | +162.6% | +40.9% | +121.7% | +120.3% |
| All | +150.6% | +26.6% | +124.0% | +107.9% |
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