-12.5%
KMB vs MCO
+28.7%
-41.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.8% |
| 7D | -8.6% | -3.1% | -5.5% | -8.1% |
| 30D | -7.5% | -0.5% | -7.0% | -7.4% |
| 3M | -0.6% | +5.7% | -6.3% | -1.6% |
| 6M | -1.5% | +3.0% | -4.6% | -2.2% |
| YTD | +1.6% | -6.5% | +8.1% | +2.3% |
| 1Y | -20.8% | -5.8% | -15.0% | -20.5% |
| 3Y | -12.4% | +43.1% | -55.5% | -19.7% |
| All | -12.5% | +28.7% | -41.1% | -24.1% |
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