+6,781.9%
JPM vs MCO
+7,398.7%
-616.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.1% |
| 7D | -0.4% | -3.1% | +2.7% | +1.2% |
| 30D | -1.4% | -0.5% | -0.9% | -1.3% |
| 3M | +13.9% | +5.7% | +8.2% | +10.0% |
| 6M | +23.5% | +3.0% | +20.5% | +20.3% |
| YTD | +11.6% | -6.5% | +18.1% | +13.3% |
| 1Y | +21.4% | -5.8% | +27.1% | +22.1% |
| 3Y | +163.4% | +43.1% | +120.3% | +109.4% |
| 5Y | +152.5% | +29.5% | +123.0% | +105.3% |
| 10Y | +592.1% | +388.8% | +203.3% | +168.6% |
| All | +6,781.9% | +7,398.7% | -616.8% | +586.9% |
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 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