+46.3%
LYB vs MCO
+393.6%
-347.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.7% |
| 7D | +0.3% | -3.8% | +4.0% | +2.1% |
| 30D | +2.5% | -0.4% | +2.9% | +2.3% |
| 3M | +1.4% | +7.7% | -6.3% | -3.4% |
| 6M | -3.5% | +7.0% | -10.5% | -8.7% |
| YTD | +52.0% | -6.4% | +58.4% | +52.4% |
| 1Y | +22.1% | -7.6% | +29.7% | +23.0% |
| 3Y | -22.8% | +43.2% | -66.0% | -40.5% |
| 5Y | -3.4% | +29.6% | -32.9% | -23.6% |
| All | +46.3% | +393.6% | -347.3% | -41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling